+62.4%
EWY vs ALAB
+23.1%
+39.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.5% |
| 7D | -8.3% | -24.9% | +16.6% | -0.2% |
| 30D | -20.5% | -38.4% | +17.8% | -8.7% |
| 3M | -11.1% | -38.3% | +27.2% | +1.0% |
| 6M | -7.0% | +10.9% | -18.0% | -4.7% |
| YTD | +56.5% | +34.2% | +22.3% | +47.4% |
| 1Y | +62.4% | +24.5% | +37.9% | +53.2% |
| All | +62.4% | +23.1% | +39.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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