+26.0%
WMT vs ALAB
+43.1%
-17.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.4% |
| 7D | +2.0% | +16.3% | -14.3% | +2.9% |
| 30D | +10.3% | -26.1% | +36.4% | +9.0% |
| 3M | +11.0% | -31.3% | +42.2% | +9.6% |
| 6M | -2.3% | -1.0% | -1.3% | -1.8% |
| YTD | +15.7% | +33.3% | -17.6% | +16.9% |
| 1Y | +26.0% | +53.5% | -27.6% | +28.5% |
| All | +26.0% | +43.1% | -17.2% | +28.5% |
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