+42.1%
XLF vs ALAB
+471.8%
-429.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -0.5% |
| 7D | -1.0% | +9.6% | -10.7% | -1.3% |
| 30D | -1.3% | -5.3% | +4.0% | -1.2% |
| 3M | +9.1% | -12.0% | +21.2% | +9.0% |
| 6M | +14.4% | +145.7% | -131.4% | +9.1% |
| YTD | +5.1% | +80.7% | -75.6% | +1.2% |
| 1Y | +8.6% | +40.1% | -31.5% | +5.2% |
| All | +42.1% | +471.8% | -429.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling