+50.8%
SPY vs ALAB
+454.1%
-403.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | -0.8% | -6.2% | +5.4% | -0.3% |
| 30D | -1.1% | -8.7% | +7.6% | -0.5% |
| 3M | +3.9% | -20.7% | +24.6% | +4.7% |
| 6M | +13.6% | +133.5% | -119.9% | +4.1% |
| YTD | +12.7% | +75.1% | -62.4% | +4.8% |
| 1Y | +17.5% | +25.0% | -7.5% | +11.4% |
| All | +50.8% | +454.1% | -403.3% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling