-7.4%
T vs ALAB
+25.0%
-32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | +2.6% | -7.5% | +10.0% | +2.0% |
| 30D | -1.1% | -36.8% | +35.7% | -5.0% |
| 3M | -7.7% | -31.9% | +24.1% | -10.1% |
| 6M | -10.6% | +8.2% | -18.8% | -7.9% |
| YTD | -7.5% | +29.9% | -37.4% | -1.8% |
| 1Y | -7.4% | +24.4% | -31.9% | -1.7% |
| All | -7.4% | +25.0% | -32.4% | -1.7% |
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