+39.2%
XLK vs ALAB
+24.6%
+14.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.9% |
| 7D | +0.2% | -6.2% | +6.4% | +1.2% |
| 30D | -0.6% | -8.7% | +8.0% | +0.7% |
| 3M | +2.6% | -20.7% | +23.3% | +5.1% |
| 6M | +34.0% | +133.5% | -99.6% | +17.3% |
| YTD | +30.7% | +75.1% | -44.4% | +16.6% |
| 1Y | +39.2% | +25.0% | +14.2% | +27.4% |
| All | +39.2% | +24.6% | +14.6% | +27.4% |
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