+19.4%
SPY vs ALAB
+48.4%
-29.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.1% |
| 7D | +0.5% | +3.2% | -2.6% | +0.3% |
| 30D | -0.9% | -13.6% | +12.6% | -0.1% |
| 3M | +3.9% | -16.6% | +20.5% | +4.3% |
| 6M | +14.5% | +142.3% | -127.8% | +7.4% |
| YTD | +12.9% | +73.6% | -60.7% | +7.0% |
| 1Y | +19.4% | +33.7% | -14.3% | +14.0% |
| All | +19.4% | +48.4% | -29.0% | +14.0% |
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