+400.4%
ALAB vs EWZ
+35.3%
+365.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +10.2% |
| 7D | +7.2% | +6.5% | +0.7% | +2.4% |
| 30D | -2.5% | +4.8% | -7.4% | -6.0% |
| 3M | -13.3% | +9.9% | -23.2% | -18.3% |
| 6M | +172.8% | +1.9% | +170.9% | +168.2% |
| YTD | +86.6% | +20.3% | +66.3% | +68.1% |
| 1Y | +65.2% | +35.6% | +29.5% | +36.3% |
| All | +400.4% | +35.3% | +365.1% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling