+63.4%
QQQ vs ALAB
+471.8%
-408.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.8% |
| 7D | +1.0% | +9.6% | -8.6% | -0.3% |
| 30D | -0.6% | -5.3% | +4.6% | -0.2% |
| 3M | +1.3% | -12.0% | +13.4% | +1.7% |
| 6M | +18.1% | +145.7% | -127.6% | +4.0% |
| YTD | +16.9% | +80.7% | -63.8% | +5.4% |
| 1Y | +24.0% | +40.1% | -16.1% | +13.8% |
| All | +63.4% | +471.8% | -408.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling