+8.6%
V vs ALAB
+48.4%
-39.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.2% | -1.9% |
| 7D | -1.1% | +3.2% | -4.3% | -0.9% |
| 30D | +1.9% | -13.6% | +15.4% | +1.5% |
| 3M | +15.5% | -16.6% | +32.1% | +15.2% |
| 6M | +16.6% | +142.3% | -125.7% | +18.2% |
| YTD | +5.7% | +73.6% | -67.9% | +6.4% |
| 1Y | +8.6% | +33.7% | -25.1% | +8.3% |
| All | +8.6% | +48.4% | -39.8% | +8.3% |
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