+68.2%
T vs ALAB
+449.6%
-381.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.8% |
| 7D | -1.5% | +3.2% | -4.7% | -1.3% |
| 30D | +7.6% | -13.6% | +21.2% | +6.7% |
| 3M | +15.3% | -16.6% | +31.9% | +15.1% |
| 6M | -8.5% | +142.3% | -150.8% | -2.1% |
| YTD | +6.8% | +73.6% | -66.9% | +12.7% |
| 1Y | -7.2% | +33.7% | -40.9% | -2.6% |
| All | +68.2% | +449.6% | -381.3% | +93.5% |
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