+65.2%
ALAB vs ETR
+23.8%
+41.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.2% | +9.9% |
| 7D | +7.2% | +1.4% | +5.8% | +6.6% |
| 30D | -2.5% | +1.0% | -3.5% | -2.9% |
| 3M | -13.3% | -1.3% | -12.1% | -13.1% |
| 6M | +172.8% | +1.9% | +170.9% | +166.2% |
| YTD | +86.6% | +18.2% | +68.4% | +66.7% |
| 1Y | +65.2% | +24.7% | +40.5% | +67.1% |
| All | +65.2% | +23.8% | +41.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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