+68.8%
T vs ALAB
+490.6%
-421.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.8% | -11.7% | -1.3% |
| 7D | -1.3% | +7.2% | -8.5% | -0.7% |
| 30D | +11.4% | -2.5% | +13.9% | +11.3% |
| 3M | +14.3% | -13.3% | +27.6% | +14.5% |
| 6M | -9.3% | +172.8% | -182.1% | -2.2% |
| YTD | +7.1% | +86.6% | -79.5% | +13.6% |
| 1Y | -9.1% | +65.2% | -74.2% | -3.5% |
| All | +68.8% | +490.6% | -421.8% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling