+257.6%
ALAB vs CARR
-3.9%
+261.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +16.3% | +3.5% | +12.8% | +13.7% |
| 30D | -26.1% | +0.4% | -26.5% | -25.7% |
| 3M | -31.3% | -14.1% | -17.2% | -22.8% |
| 6M | -1.0% | -16.7% | +15.7% | +14.2% |
| YTD | +33.3% | +4.2% | +29.1% | +26.0% |
| 1Y | +53.5% | -0.2% | +53.7% | +50.3% |
| All | +257.6% | -3.9% | +261.5% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling