+207.4%
ALAB vs TER
+111.3%
+96.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +4.5% |
| 7D | -26.3% | -20.5% | -5.8% | -12.5% |
| 30D | -50.1% | -47.0% | -3.1% | -21.5% |
| 3M | -42.5% | -43.3% | +0.8% | -14.6% |
| 6M | -10.8% | -42.9% | +32.1% | +34.3% |
| YTD | +14.6% | +12.9% | +1.8% | +5.7% |
| 1Y | +17.1% | +18.2% | -1.0% | +4.8% |
| All | +207.4% | +111.3% | +96.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling