+400.4%
ALAB vs EFX
-30.5%
+430.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.4% | +16.1% | +9.8% |
| 7D | +7.2% | -8.6% | +15.9% | +7.3% |
| 30D | -2.5% | +0.1% | -2.6% | -2.7% |
| 3M | -13.3% | +3.8% | -17.2% | -14.4% |
| 6M | +172.8% | -13.5% | +186.3% | +182.0% |
| YTD | +86.6% | -17.7% | +104.2% | +94.9% |
| 1Y | +65.2% | -25.6% | +90.7% | +76.8% |
| All | +400.4% | -30.5% | +430.9% | +401.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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