+65.2%
ALAB vs CARR
-3.6%
+68.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.7% | +9.2% |
| 7D | +7.2% | +1.6% | +5.7% | +6.4% |
| 30D | -2.5% | -8.7% | +6.2% | +2.3% |
| 3M | -13.3% | -12.6% | -0.7% | -6.6% |
| 6M | +172.8% | -1.5% | +174.4% | +177.1% |
| YTD | +86.6% | +14.3% | +72.3% | +76.9% |
| 1Y | +65.2% | -4.6% | +69.7% | +74.8% |
| All | +65.2% | -3.6% | +68.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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