+40.1%
ALAB vs ETR
+26.7%
+13.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.5% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | -5.3% | +2.0% | -7.3% | -6.1% |
| 3M | -12.0% | -1.7% | -10.4% | -11.5% |
| 6M | +145.7% | +3.6% | +142.1% | +136.4% |
| YTD | +80.7% | +18.0% | +62.6% | +57.4% |
| 1Y | +40.1% | +26.2% | +13.9% | +20.1% |
| All | +40.1% | +26.7% | +13.4% | +20.1% |
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