+131.5%
EWY vs ALAB
+339.3%
-207.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +4.9% |
| 7D | -2.8% | +3.4% | -6.3% | -3.5% |
| 30D | -13.1% | -28.8% | +15.6% | -7.9% |
| 3M | -11.6% | -26.0% | +14.4% | -7.3% |
| 6M | -23.4% | +11.4% | -34.7% | -23.1% |
| YTD | +52.0% | +38.8% | +13.2% | +46.0% |
| 1Y | +58.6% | +37.8% | +20.8% | +51.6% |
| All | +131.5% | +339.3% | -207.8% | +94.4% |
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 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