+25.0%
ALAB vs CARR
-5.9%
+30.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.5% |
| 7D | -6.2% | -3.8% | -2.4% | -4.1% |
| 30D | -8.7% | -8.9% | +0.3% | -3.8% |
| 3M | -20.7% | -17.3% | -3.4% | -12.2% |
| 6M | +133.5% | -1.4% | +134.9% | +139.5% |
| YTD | +75.1% | +10.0% | +65.1% | +68.1% |
| 1Y | +25.0% | -6.4% | +31.4% | +34.0% |
| All | +25.0% | -5.9% | +30.9% | +34.0% |
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