+24.5%
ALAB vs EXEL
+92.4%
-67.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | -24.9% | +9.8% | -34.6% | -26.1% |
| 30D | -38.4% | +23.6% | -62.0% | -40.9% |
| 3M | -38.3% | +29.9% | -68.2% | -41.7% |
| 6M | +10.9% | +64.7% | -53.8% | -5.5% |
| YTD | +34.2% | +66.0% | -31.8% | +11.5% |
| 1Y | +24.5% | +92.0% | -67.4% | -4.2% |
| All | +24.5% | +92.4% | -67.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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