+24.5%
ALAB vs ETR
+18.4%
+6.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.2% | -5.6% |
| 7D | -24.9% | +3.7% | -28.6% | -26.1% |
| 30D | -38.4% | +11.0% | -49.4% | -41.4% |
| 3M | -38.3% | +3.4% | -41.7% | -39.2% |
| 6M | +10.9% | -3.3% | +14.2% | +11.6% |
| YTD | +34.2% | +23.3% | +11.0% | +5.6% |
| 1Y | +24.5% | +19.2% | +5.3% | +4.8% |
| All | +24.5% | +18.4% | +6.1% | +4.8% |
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