+400.4%
ALAB vs EXE
+24.9%
+375.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +10.1% |
| 7D | +7.2% | -0.3% | +7.5% | +7.2% |
| 30D | -2.5% | +8.5% | -11.0% | -5.5% |
| 3M | -13.3% | +5.5% | -18.8% | -15.2% |
| 6M | +172.8% | -5.9% | +178.7% | +178.5% |
| YTD | +86.6% | -9.7% | +96.3% | +91.8% |
| 1Y | +65.2% | +3.6% | +61.6% | +55.5% |
| All | +400.4% | +24.9% | +375.5% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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