+400.4%
ALAB vs EXPE
+123.4%
+277.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.4% | +10.4% |
| 7D | +7.2% | -9.5% | +16.8% | +11.1% |
| 30D | -2.5% | -6.6% | +4.1% | -0.8% |
| 3M | -13.3% | +31.4% | -44.7% | -25.4% |
| 6M | +172.8% | +35.2% | +137.6% | +128.9% |
| YTD | +86.6% | +5.8% | +80.8% | +73.4% |
| 1Y | +65.2% | +38.7% | +26.5% | +28.2% |
| All | +400.4% | +123.4% | +277.0% | +198.5% |
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