+400.4%
ALAB vs EOG
+26.4%
+374.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | +7.2% | +1.3% | +5.9% | +6.7% |
| 30D | -2.5% | +8.2% | -10.7% | -5.3% |
| 3M | -13.3% | +3.8% | -17.1% | -14.8% |
| 6M | +172.8% | +15.3% | +157.5% | +150.0% |
| YTD | +86.6% | +41.7% | +44.9% | +49.1% |
| 1Y | +65.2% | +23.6% | +41.6% | +45.2% |
| All | +400.4% | +26.4% | +374.0% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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