+164.3%
EWY vs ALAB
+73.5%
+90.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.8% | -5.1% | +1.9% |
| 7D | +4.8% | +7.2% | -2.4% | +2.7% |
| 30D | +11.7% | -2.5% | +14.2% | +12.2% |
| 3M | -7.4% | -13.3% | +5.9% | -4.4% |
| 6M | +40.6% | +172.8% | -132.3% | +20.0% |
| YTD | +94.3% | +86.6% | +7.7% | +69.5% |
| 1Y | +164.3% | +65.2% | +99.1% | +132.9% |
| All | +164.3% | +73.5% | +90.8% | +132.9% |
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