+24.8%
ALAB vs EW
+26.8%
-2.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.5% | +11.2% | +13.7% |
| 7D | -5.6% | +12.3% | -17.9% | -5.3% |
| 30D | -36.6% | +22.9% | -59.5% | -36.3% |
| 3M | -35.1% | +16.7% | -51.8% | -34.7% |
| 6M | +8.5% | +31.0% | -22.4% | +8.8% |
| YTD | +30.4% | +22.8% | +7.5% | +37.4% |
| All | +24.8% | +26.8% | -2.0% | +31.8% |
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