+249.6%
ALAB vs EXEL
+206.5%
+43.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.6% | +13.2% |
| 7D | -5.6% | +2.3% | -7.9% | -5.6% |
| 30D | -36.6% | +19.8% | -56.5% | -38.3% |
| 3M | -35.1% | +32.7% | -67.8% | -37.9% |
| 6M | +8.5% | +49.0% | -40.4% | +1.0% |
| YTD | +30.4% | +63.7% | -33.3% | +18.9% |
| 1Y | +31.0% | +75.8% | -44.7% | +18.3% |
| All | +249.6% | +206.5% | +43.2% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling