-8.3%
T vs ALAB
+17.6%
-25.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.4% | +2.1% |
| 7D | +2.0% | +3.4% | -1.5% | +2.5% |
| 30D | -1.0% | -28.8% | +27.7% | -4.0% |
| 3M | -8.1% | -26.0% | +17.9% | -9.8% |
| 6M | -8.3% | +11.4% | -19.6% | -11.3% |
| All | -8.3% | +17.6% | -25.9% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling