+47.4%
T vs ALAB
+322.1%
-274.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | +2.5% | +16.3% | -13.8% | +3.7% |
| 30D | -3.8% | -26.1% | +22.4% | -5.4% |
| 3M | -8.7% | -31.3% | +22.5% | -10.2% |
| 6M | -8.1% | -1.0% | -7.1% | -6.7% |
| YTD | -6.4% | +33.3% | -39.8% | -2.3% |
| 1Y | -9.8% | +53.5% | -63.3% | -4.9% |
| All | +47.4% | +322.1% | -274.6% | +67.8% |
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