+7.0%
WMT vs ALAB
+73.5%
-66.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.8% | -10.9% | -0.7% |
| 7D | +3.9% | +7.2% | -3.3% | +4.3% |
| 30D | -4.4% | -2.5% | -1.9% | -4.4% |
| 3M | -8.8% | -13.3% | +4.5% | -8.5% |
| 6M | -15.6% | +172.8% | -188.5% | -11.6% |
| YTD | -3.2% | +86.6% | -89.8% | +0.1% |
| 1Y | +7.0% | +65.2% | -58.1% | +9.5% |
| All | +7.0% | +73.5% | -66.5% | +9.5% |
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 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