+249.6%
ALAB vs EMR
+59.0%
+190.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.4% | +9.3% | +8.5% |
| 7D | -5.6% | +2.1% | -7.7% | -6.8% |
| 30D | -36.6% | +4.8% | -41.4% | -38.8% |
| 3M | -35.1% | +7.5% | -42.6% | -39.1% |
| 6M | +8.5% | +20.9% | -12.3% | -10.8% |
| YTD | +30.4% | +29.2% | +1.2% | -1.8% |
| 1Y | +31.0% | +33.0% | -1.9% | -4.3% |
| All | +249.6% | +59.0% | +190.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling