+24.8%
ALAB vs EMR
+32.0%
-7.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.4% | +9.3% | +8.6% |
| 7D | -5.6% | +2.1% | -7.7% | -6.7% |
| 30D | -36.6% | +4.8% | -41.4% | -38.6% |
| 3M | -35.1% | +7.5% | -42.6% | -38.8% |
| 6M | +8.5% | +20.9% | -12.3% | -8.9% |
| YTD | +30.4% | +29.2% | +1.2% | +8.3% |
| All | +24.8% | +32.0% | -7.2% | +4.1% |
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