+198.9%
EWY vs ALAB
+471.8%
-272.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.6% | -0.2% |
| 7D | +6.7% | +9.6% | -3.0% | +4.9% |
| 30D | +17.0% | -5.3% | +22.2% | +17.9% |
| 3M | +3.7% | -12.0% | +15.7% | +5.7% |
| 6M | +42.5% | +145.7% | -103.2% | +28.9% |
| YTD | +96.2% | +80.7% | +15.6% | +80.6% |
| 1Y | +160.4% | +40.1% | +120.2% | +143.1% |
| All | +198.9% | +471.8% | -272.9% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling