+358.7%
ALAB vs EQX
+139.7%
+219.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.1% | -0.3% | -4.1% |
| 7D | +0.6% | -7.0% | +7.6% | +2.4% |
| 30D | -8.8% | +4.8% | -13.6% | -10.2% |
| 3M | -14.0% | +25.6% | -39.6% | -19.4% |
| 6M | +144.3% | -25.8% | +170.1% | +154.3% |
| YTD | +71.0% | -12.7% | +83.8% | +70.9% |
| 1Y | +23.5% | +14.1% | +9.4% | +15.6% |
| All | +358.7% | +139.7% | +219.0% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling