+257.6%
ALAB vs EW
+13.7%
+243.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | +16.3% | +4.9% | +11.4% | +15.5% |
| 30D | -26.1% | +23.9% | -50.1% | -28.6% |
| 3M | -31.3% | +15.8% | -47.0% | -32.9% |
| 6M | -1.0% | +31.7% | -32.7% | -5.8% |
| YTD | +33.3% | +25.7% | +7.7% | +28.0% |
| 1Y | +53.5% | +24.4% | +29.1% | +47.7% |
| All | +257.6% | +13.7% | +243.9% | +219.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling