+400.4%
ALAB vs EW
-4.6%
+405.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | -0.3% | +7.6% | +7.3% |
| 30D | -2.5% | +1.0% | -3.6% | -2.8% |
| 3M | -13.3% | +2.8% | -16.1% | -13.9% |
| 6M | +172.8% | +5.5% | +167.3% | +169.0% |
| YTD | +86.6% | +5.5% | +81.1% | +84.3% |
| 1Y | +65.2% | +11.0% | +54.1% | +61.0% |
| All | +400.4% | -4.6% | +405.0% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling