+65.2%
ALAB vs EWJ
+31.1%
+34.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.1% |
| 7D | +7.2% | +2.5% | +4.7% | +2.7% |
| 30D | -2.5% | +3.3% | -5.8% | -7.7% |
| 3M | -13.3% | +5.0% | -18.3% | -17.9% |
| 6M | +172.8% | +11.5% | +161.3% | +139.1% |
| YTD | +86.6% | +22.4% | +64.2% | +43.8% |
| 1Y | +65.2% | +30.2% | +34.9% | +12.9% |
| All | +65.2% | +31.1% | +34.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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