+207.4%
ALAB vs EXPE
+94.3%
+113.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.1% | +7.8% |
| 7D | -26.3% | -9.3% | -16.9% | -23.7% |
| 30D | -50.1% | +0.1% | -50.3% | -50.5% |
| 3M | -42.5% | -15.3% | -27.2% | -40.1% |
| 6M | -10.8% | +5.5% | -16.3% | -17.8% |
| YTD | +14.6% | -8.0% | +22.6% | +10.7% |
| 1Y | +17.1% | +18.9% | -1.8% | -3.3% |
| All | +207.4% | +94.3% | +113.1% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling