+400.4%
ALAB vs EXC
+30.8%
+369.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.1% | +10.8% | +8.7% |
| 7D | +7.2% | +0.3% | +6.9% | +7.6% |
| 30D | -2.5% | -3.7% | +1.2% | -6.0% |
| 3M | -13.3% | -1.3% | -12.0% | -13.2% |
| 6M | +172.8% | -9.7% | +182.5% | +151.7% |
| YTD | +86.6% | +2.9% | +83.7% | +96.0% |
| 1Y | +65.2% | +4.4% | +60.8% | +77.5% |
| All | +400.4% | +30.8% | +369.6% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling