+267.2%
ALAB vs EW
+12.2%
+255.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +26.9% | +4.9% | +22.0% | +26.0% |
| 30D | -30.0% | +24.1% | -54.1% | -32.4% |
| 3M | -28.5% | +13.7% | -42.2% | -30.0% |
| 6M | +11.4% | +32.7% | -21.3% | +5.9% |
| YTD | +36.9% | +24.1% | +12.8% | +31.7% |
| 1Y | +44.4% | +23.6% | +20.7% | +39.0% |
| All | +267.2% | +12.2% | +255.0% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling