+400.4%
ALAB vs EAT
+393.2%
+7.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.6% |
| 7D | +7.2% | 0.0% | +7.2% | +7.2% |
| 30D | -2.5% | +1.9% | -4.4% | -3.5% |
| 3M | -13.3% | +68.7% | -82.0% | -27.2% |
| 6M | +172.8% | +66.9% | +105.9% | +126.7% |
| YTD | +86.6% | +60.4% | +26.2% | +56.7% |
| 1Y | +65.2% | +44.0% | +21.2% | +43.4% |
| All | +400.4% | +393.2% | +7.2% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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