+48.3%
V vs ALAB
+333.4%
-285.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.2% |
| 7D | -0.4% | +26.9% | -27.3% | -0.4% |
| 30D | +6.3% | -30.0% | +36.3% | +6.4% |
| 3M | +17.2% | -28.5% | +45.7% | +17.2% |
| 6M | +29.2% | +11.4% | +17.8% | +27.6% |
| YTD | +20.8% | +36.9% | -16.1% | +18.3% |
| 1Y | +25.0% | +44.4% | -19.4% | +22.0% |
| All | +48.3% | +333.4% | -285.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling