-14.8%
SKHY vs ALAB
-45.5%
+30.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -2.5% |
| 7D | -13.1% | -24.9% | +11.7% | +2.6% |
| 30D | -26.6% | -38.4% | +11.7% | -3.3% |
| 3M | -7.3% | -38.3% | +30.9% | +21.3% |
| All | -14.8% | -45.5% | +30.6% | +22.9% |
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 · Available span rolling