+369.5%
ALAB vs CARR
+1.5%
+368.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.3% |
| 7D | -6.2% | -3.8% | -2.4% | -3.6% |
| 30D | -8.7% | -8.9% | +0.3% | -2.3% |
| 3M | -20.7% | -17.3% | -3.4% | -8.9% |
| 6M | +133.5% | -1.4% | +134.9% | +133.8% |
| YTD | +75.1% | +10.0% | +65.1% | +58.0% |
| 1Y | +25.0% | -6.4% | +31.4% | +28.4% |
| All | +369.5% | +1.5% | +368.0% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling