+384.5%
ALAB vs EWZ
+36.1%
+348.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.0% |
| 7D | +9.6% | -0.1% | +9.7% | +9.4% |
| 30D | -5.3% | +8.2% | -13.4% | -10.7% |
| 3M | -12.0% | +13.3% | -25.3% | -18.9% |
| 6M | +145.7% | +3.6% | +142.1% | +139.0% |
| YTD | +80.7% | +21.0% | +59.7% | +61.9% |
| 1Y | +40.1% | +34.7% | +5.5% | +16.0% |
| All | +384.5% | +36.1% | +348.4% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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