+63.8%
QQQ vs ALAB
+449.6%
-385.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.9% | +0.8% |
| 7D | +1.5% | +3.2% | -1.7% | +1.0% |
| 30D | -0.6% | -13.6% | +12.9% | +1.0% |
| 3M | +0.4% | -16.6% | +17.0% | +1.5% |
| 6M | +20.1% | +142.3% | -122.3% | +5.9% |
| YTD | +17.2% | +73.6% | -56.4% | +6.2% |
| 1Y | +24.7% | +33.7% | -9.0% | +15.1% |
| All | +63.8% | +449.6% | -385.7% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling