+81.7%
XLK vs ALAB
+471.8%
-390.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.7% |
| 7D | +2.3% | +9.6% | -7.3% | +0.7% |
| 30D | +0.8% | -5.3% | +6.1% | +1.5% |
| 3M | +4.1% | -12.0% | +16.1% | +4.8% |
| 6M | +34.8% | +145.7% | -111.0% | +14.9% |
| YTD | +30.8% | +80.7% | -49.8% | +15.1% |
| 1Y | +42.4% | +40.1% | +2.2% | +28.0% |
| All | +81.7% | +471.8% | -390.1% | +26.1% |
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