+365.7%
ALAB vs CARR
+4.4%
+361.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.2% |
| 7D | +3.2% | +3.2% | -0.1% | +1.0% |
| 30D | -13.6% | -7.7% | -5.9% | -8.5% |
| 3M | -16.6% | -11.9% | -4.7% | -8.2% |
| 6M | +142.3% | +2.0% | +140.3% | +136.9% |
| YTD | +73.6% | +13.2% | +60.5% | +53.6% |
| 1Y | +33.7% | -8.5% | +42.2% | +40.2% |
| All | +365.7% | +4.4% | +361.3% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling