+24.5%
ALAB vs EW
+19.7%
+4.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.4% |
| 7D | -24.9% | +8.3% | -33.1% | -24.8% |
| 30D | -38.4% | +13.9% | -52.3% | -38.3% |
| 3M | -38.3% | +10.9% | -49.2% | -38.1% |
| 6M | +10.9% | +19.2% | -8.3% | +10.7% |
| YTD | +34.2% | +16.6% | +17.6% | +40.9% |
| 1Y | +24.5% | +18.1% | +6.4% | +29.3% |
| All | +24.5% | +19.7% | +4.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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