+249.6%
ALAB vs EXPE
+94.2%
+155.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | 0.0% | +13.7% | +13.7% |
| 7D | -5.6% | -13.3% | +7.7% | -0.7% |
| 30D | -36.6% | -5.5% | -31.1% | -35.7% |
| 3M | -35.1% | -16.5% | -18.6% | -32.0% |
| 6M | +8.5% | +13.1% | -4.5% | -2.7% |
| YTD | +30.4% | -8.0% | +38.4% | +25.9% |
| 1Y | +31.0% | +1.1% | +29.9% | +19.9% |
| All | +249.6% | +94.2% | +155.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling