+65.2%
ALAB vs EXC
+2.6%
+62.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.8% | +7.6% |
| 7D | +7.2% | -0.7% | +7.9% | +6.6% |
| 30D | -2.5% | -4.6% | +2.1% | -7.2% |
| 3M | -13.3% | -2.2% | -11.1% | -14.8% |
| 6M | +172.8% | -10.6% | +183.4% | +144.8% |
| YTD | +86.6% | +1.9% | +84.7% | +96.6% |
| 1Y | +65.2% | +3.4% | +61.7% | +84.3% |
| All | +65.2% | +2.6% | +62.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling