+358.7%
ALAB vs CARR
0.0%
+358.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.1% | -3.7% |
| 7D | +0.6% | -4.1% | +4.7% | +3.8% |
| 30D | -8.8% | -11.0% | +2.2% | -0.9% |
| 3M | -14.0% | -16.4% | +2.4% | -1.6% |
| 6M | +144.3% | -2.4% | +146.6% | +146.3% |
| YTD | +71.0% | +8.4% | +62.6% | +55.9% |
| 1Y | +23.5% | -8.0% | +31.5% | +28.4% |
| All | +358.7% | 0.0% | +358.7% | +343.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling