+65.2%
ALAB vs EQX
+42.9%
+22.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.1% | +10.3% |
| 7D | +7.2% | -1.4% | +8.6% | +7.5% |
| 30D | -2.5% | +24.4% | -26.9% | -8.6% |
| 3M | -13.3% | +11.6% | -24.9% | -17.4% |
| 6M | +172.8% | -25.0% | +197.8% | +179.9% |
| YTD | +86.6% | -8.4% | +95.0% | +83.0% |
| 1Y | +65.2% | +43.4% | +21.7% | +43.2% |
| All | +65.2% | +42.9% | +22.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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