+365.7%
ALAB vs EW
-8.0%
+373.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.4% | -6.3% |
| 7D | +3.2% | -4.4% | +7.6% | +4.0% |
| 30D | -13.6% | -3.3% | -10.2% | -13.1% |
| 3M | -16.6% | +1.0% | -17.6% | -17.0% |
| 6M | +142.3% | +6.2% | +136.1% | +138.5% |
| YTD | +73.6% | +1.7% | +71.9% | +72.6% |
| 1Y | +33.7% | +8.1% | +25.5% | +30.9% |
| All | +365.7% | -8.0% | +373.7% | +330.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling