+400.4%
ALAB vs EWT
+152.5%
+247.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +6.8% |
| 7D | +7.2% | +4.0% | +3.3% | +0.9% |
| 30D | -2.5% | +10.3% | -12.8% | -16.4% |
| 3M | -13.3% | +6.1% | -19.4% | -17.0% |
| 6M | +172.8% | +56.6% | +116.2% | +44.3% |
| YTD | +86.6% | +76.6% | +10.0% | -19.1% |
| 1Y | +65.2% | +97.9% | -32.7% | -39.2% |
| All | +400.4% | +152.5% | +247.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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