+17.1%
ALAB vs EXC
+2.5%
+14.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.2% | +4.3% |
| 7D | -26.3% | -1.2% | -25.1% | -26.8% |
| 30D | -50.1% | +10.0% | -60.1% | -45.2% |
| 3M | -42.5% | +1.6% | -44.1% | -41.3% |
| 6M | -10.8% | +3.3% | -14.1% | -8.0% |
| YTD | +14.6% | +7.6% | +7.1% | +24.6% |
| 1Y | +17.1% | +3.5% | +13.7% | +30.0% |
| All | +17.1% | +2.5% | +14.6% | +30.0% |
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