+207.4%
ALAB vs EXEL
+197.2%
+10.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.1% |
| 7D | -26.3% | +0.3% | -26.5% | -26.1% |
| 30D | -50.1% | +19.0% | -69.2% | -51.4% |
| 3M | -42.5% | +33.3% | -75.7% | -45.0% |
| 6M | -10.8% | +42.9% | -53.7% | -16.4% |
| YTD | +14.6% | +58.7% | -44.1% | +5.0% |
| 1Y | +17.1% | +70.5% | -53.4% | +6.2% |
| All | +207.4% | +197.2% | +10.3% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling