-8.0%
T vs ALAB
+25.4%
-33.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.7% | -12.9% | +2.1% |
| 7D | +1.7% | -5.6% | +7.3% | +1.4% |
| 30D | -1.7% | -36.6% | +34.9% | -5.5% |
| 3M | -7.3% | -35.1% | +27.8% | -10.1% |
| 6M | -11.2% | +8.5% | -19.8% | -8.4% |
| YTD | -8.1% | +30.4% | -38.4% | -2.4% |
| All | -8.0% | +25.4% | -33.4% | -2.3% |
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