+32.1%
V vs ALAB
+490.6%
-458.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.8% | -10.7% | -1.0% |
| 7D | -1.7% | +7.2% | -8.9% | -1.8% |
| 30D | +2.0% | -2.5% | +4.5% | +2.0% |
| 3M | +17.4% | -13.3% | +30.7% | +17.3% |
| 6M | +17.5% | +172.8% | -155.3% | +14.3% |
| YTD | +7.6% | +86.6% | -79.0% | +5.3% |
| 1Y | +7.7% | +65.2% | -57.4% | +5.3% |
| All | +32.1% | +490.6% | -458.4% | +21.6% |
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