+55.2%
EWY vs ALAB
+43.1%
+12.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.9% |
| 7D | +4.2% | +16.3% | -12.1% | -0.9% |
| 30D | -10.7% | -26.1% | +15.5% | -2.6% |
| 3M | -20.1% | -31.3% | +11.2% | -11.8% |
| 6M | -24.3% | -1.0% | -23.3% | -20.7% |
| YTD | +46.9% | +33.3% | +13.5% | +38.9% |
| 1Y | +55.2% | +53.5% | +1.6% | +44.4% |
| All | +55.2% | +43.1% | +12.1% | +44.4% |
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