+272.3%
ALAB vs EXC
+36.7%
+235.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +7.0% |
| 7D | +3.4% | -1.4% | +4.8% | +2.3% |
| 30D | -28.8% | +8.3% | -37.0% | -22.4% |
| 3M | -26.0% | +2.6% | -28.6% | -23.5% |
| 6M | +11.4% | +5.2% | +6.2% | +18.9% |
| YTD | +38.8% | +7.5% | +31.3% | +53.2% |
| 1Y | +37.8% | +3.2% | +34.7% | +47.3% |
| All | +272.3% | +36.7% | +235.6% | +452.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling