+19.0%
XLV vs ALAB
+471.8%
-452.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -0.3% |
| 7D | -3.7% | +9.6% | -13.3% | -3.6% |
| 30D | -1.1% | -5.3% | +4.2% | -1.1% |
| 3M | +8.2% | -12.0% | +20.3% | +8.2% |
| 6M | +8.9% | +145.7% | -136.8% | +8.0% |
| YTD | +8.5% | +80.7% | -72.1% | +7.7% |
| 1Y | +22.3% | +40.1% | -17.8% | +21.6% |
| All | +19.0% | +471.8% | -452.8% | +14.0% |
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