+24.5%
ALAB vs EWJ
+18.0%
+6.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -7.0% |
| 7D | -24.9% | -1.2% | -23.7% | -23.0% |
| 30D | -38.4% | -5.5% | -32.9% | -30.9% |
| 3M | -38.3% | -0.8% | -37.5% | -36.3% |
| 6M | +10.9% | +7.1% | +3.8% | +8.7% |
| YTD | +34.2% | +16.9% | +17.3% | +15.6% |
| 1Y | +24.5% | +18.2% | +6.3% | +5.3% |
| All | +24.5% | +18.0% | +6.6% | +5.3% |
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