+81.7%
XLK vs ALAB
+449.6%
-367.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +1.4% |
| 7D | +2.3% | +3.2% | -0.9% | +1.6% |
| 30D | -0.1% | -13.6% | +13.5% | +2.1% |
| 3M | +2.1% | -16.6% | +18.7% | +3.7% |
| 6M | +37.2% | +142.3% | -105.1% | +17.2% |
| YTD | +30.8% | +73.6% | -42.8% | +15.8% |
| 1Y | +42.6% | +33.7% | +9.0% | +29.2% |
| All | +81.7% | +449.6% | -367.9% | +26.9% |
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