+50.3%
V vs ALAB
+322.1%
-271.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.3% |
| 7D | +0.9% | +16.3% | -15.4% | +0.9% |
| 30D | +9.0% | -26.1% | +35.1% | +9.0% |
| 3M | +16.7% | -31.3% | +48.0% | +16.8% |
| 6M | +33.4% | -1.0% | +34.4% | +32.0% |
| YTD | +22.4% | +33.3% | -11.0% | +19.8% |
| 1Y | +27.7% | +53.5% | -25.9% | +24.4% |
| All | +50.3% | +322.1% | -271.8% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling