+42.7%
XLF vs ALAB
+449.6%
-406.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.6% | -1.2% |
| 7D | +0.2% | +3.2% | -3.0% | +0.1% |
| 30D | -0.5% | -13.6% | +13.0% | -0.1% |
| 3M | +10.6% | -16.6% | +27.2% | +10.6% |
| 6M | +14.3% | +142.3% | -128.0% | +9.1% |
| YTD | +5.5% | +73.6% | -68.1% | +1.7% |
| 1Y | +9.6% | +33.7% | -24.1% | +6.3% |
| All | +42.7% | +449.6% | -406.9% | +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 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