+384.5%
ALAB vs EMR
+41.0%
+343.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +5.4% |
| 7D | +9.6% | +0.9% | +8.7% | +8.7% |
| 30D | -5.3% | -5.0% | -0.3% | +0.1% |
| 3M | -12.0% | +5.9% | -18.0% | -18.0% |
| 6M | +145.7% | +7.3% | +138.4% | +124.1% |
| YTD | +80.7% | +14.6% | +66.1% | +52.8% |
| 1Y | +40.1% | +15.6% | +24.5% | +16.8% |
| All | +384.5% | +41.0% | +343.5% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling