+20.0%
SPY vs ALAB
+73.5%
-53.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.8% | -10.1% | -1.0% |
| 7D | +0.1% | +7.2% | -7.1% | -0.4% |
| 30D | +0.1% | -2.5% | +2.6% | +0.1% |
| 3M | +2.0% | -13.3% | +15.3% | +2.1% |
| 6M | +13.0% | +172.8% | -159.8% | +5.5% |
| YTD | +13.5% | +86.6% | -73.0% | +7.2% |
| 1Y | +20.0% | +65.2% | -45.2% | +13.8% |
| All | +20.0% | +73.5% | -53.5% | +13.8% |
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 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