+365.7%
ALAB vs EWJ
+48.4%
+317.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.4% |
| 7D | +3.2% | +2.9% | +0.3% | -1.4% |
| 30D | -13.6% | +1.1% | -14.7% | -14.8% |
| 3M | -16.6% | +7.1% | -23.7% | -22.7% |
| 6M | +142.3% | +16.2% | +126.1% | +100.2% |
| YTD | +73.6% | +22.0% | +51.6% | +32.3% |
| 1Y | +33.7% | +26.2% | +7.5% | -3.4% |
| All | +365.7% | +48.4% | +317.3% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling