+27.4%
WMT vs ALAB
+23.1%
+4.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.2% |
| 7D | +8.8% | -24.9% | +33.6% | +7.3% |
| 30D | +22.9% | -38.4% | +61.3% | +20.5% |
| 3M | +16.1% | -38.3% | +54.3% | +14.1% |
| 6M | -0.5% | +10.9% | -11.4% | 0.0% |
| YTD | +16.7% | +34.2% | -17.5% | +17.5% |
| 1Y | +27.4% | +24.5% | +2.9% | +28.7% |
| All | +27.4% | +23.1% | +4.3% | +28.7% |
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