+384.5%
ALAB vs EWJ
+46.9%
+337.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +5.6% |
| 7D | +9.6% | +1.0% | +8.6% | +7.9% |
| 30D | -5.3% | +1.0% | -6.3% | -6.6% |
| 3M | -12.0% | +7.2% | -19.3% | -18.5% |
| 6M | +145.7% | +13.9% | +131.8% | +109.2% |
| YTD | +80.7% | +20.8% | +59.9% | +39.8% |
| 1Y | +40.1% | +26.4% | +13.7% | +1.0% |
| All | +384.5% | +46.9% | +337.6% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling