+24.5%
ALAB vs TER
+42.7%
-18.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.8% | +2.4% | +0.5% |
| 7D | -24.9% | -19.9% | -5.0% | -11.6% |
| 30D | -38.4% | -43.5% | +5.2% | -7.3% |
| 3M | -38.3% | -37.8% | -0.5% | -14.0% |
| 6M | +10.9% | -25.6% | +36.5% | +42.5% |
| YTD | +34.2% | +29.8% | +4.4% | +14.2% |
| 1Y | +24.5% | +43.2% | -18.7% | +2.9% |
| All | +24.5% | +42.7% | -18.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling