+12.3%
QQQ vs ALAB
+23.1%
-10.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.5% |
| 7D | -4.6% | -24.9% | +20.2% | -1.2% |
| 30D | -8.5% | -38.4% | +29.9% | -3.0% |
| 3M | -4.3% | -38.3% | +34.0% | +0.8% |
| 6M | +3.1% | +10.9% | -7.9% | +1.8% |
| YTD | +13.0% | +34.2% | -21.2% | +7.4% |
| 1Y | +12.3% | +24.5% | -12.3% | +6.9% |
| All | +12.3% | +23.1% | -10.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling