+77.0%
WMT vs ALAB
+471.8%
-394.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.3% | -0.2% |
| 7D | -0.2% | +9.6% | -9.9% | -0.2% |
| 30D | -5.8% | -5.3% | -0.6% | -5.8% |
| 3M | -10.8% | -12.0% | +1.3% | -10.7% |
| 6M | -14.3% | +145.7% | -160.1% | -15.3% |
| YTD | -4.4% | +80.7% | -85.1% | -5.2% |
| 1Y | +4.3% | +40.1% | -35.8% | +3.8% |
| All | +77.0% | +471.8% | -394.8% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling