+272.3%
ALAB vs ETR
+134.1%
+138.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.6% | +6.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.5% |
| 30D | -28.8% | +7.7% | -36.4% | -30.1% |
| 3M | -26.0% | +5.7% | -31.7% | -27.0% |
| 6M | +11.4% | -0.3% | +11.6% | +11.2% |
| YTD | +38.8% | +23.4% | +15.4% | +31.1% |
| 1Y | +37.8% | +18.5% | +19.3% | +31.3% |
| All | +272.3% | +134.1% | +138.1% | +498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling