+197.5%
EWY vs ALAB
+449.6%
-252.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.7% |
| 7D | +8.0% | +3.2% | +4.8% | +7.4% |
| 30D | +14.3% | -13.6% | +27.9% | +17.0% |
| 3M | +2.3% | -16.6% | +18.9% | +5.2% |
| 6M | +49.9% | +142.3% | -92.5% | +36.1% |
| YTD | +95.3% | +73.6% | +21.7% | +81.1% |
| 1Y | +161.7% | +33.7% | +128.1% | +146.2% |
| All | +197.5% | +449.6% | -252.1% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling