+186.3%
EWY vs ALAB
+441.3%
-255.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -3.3% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +9.3% | -8.8% | +18.1% | +10.9% |
| 3M | +2.4% | -14.0% | +16.4% | +5.0% |
| 6M | +40.3% | +144.3% | -104.0% | +27.5% |
| YTD | +88.0% | +71.0% | +17.0% | +74.7% |
| 1Y | +143.8% | +23.5% | +120.3% | +131.3% |
| All | +186.3% | +441.3% | -255.0% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling