+65.2%
ALAB vs EMR
+19.4%
+45.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.0% | +8.1% |
| 7D | +7.2% | -1.5% | +8.8% | +8.9% |
| 30D | -2.5% | -5.6% | +3.1% | +2.6% |
| 3M | -13.3% | +7.9% | -21.2% | -19.6% |
| 6M | +172.8% | +6.0% | +166.8% | +153.7% |
| YTD | +86.6% | +16.4% | +70.1% | +68.3% |
| 1Y | +65.2% | +16.6% | +48.5% | +53.6% |
| All | +65.2% | +19.4% | +45.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling