+77.4%
WMT vs ALAB
+449.6%
-372.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -1.0% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | -5.0% | -13.6% | +8.6% | -5.0% |
| 3M | -11.3% | -16.6% | +5.3% | -11.3% |
| 6M | -13.8% | +142.3% | -156.1% | -14.8% |
| YTD | -4.2% | +73.6% | -77.8% | -5.1% |
| 1Y | +4.6% | +33.7% | -29.1% | +4.0% |
| All | +77.4% | +449.6% | -372.1% | +65.9% |
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