+65.2%
ALAB vs ROK
+29.3%
+35.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +8.6% |
| 7D | +7.2% | +0.7% | +6.5% | +6.6% |
| 30D | -2.5% | -3.3% | +0.8% | +0.5% |
| 3M | -13.3% | -5.9% | -7.4% | -7.9% |
| 6M | +172.8% | +13.9% | +159.0% | +144.3% |
| YTD | +86.6% | +12.6% | +74.0% | +68.3% |
| 1Y | +65.2% | +28.6% | +36.6% | +45.8% |
| All | +65.2% | +29.3% | +35.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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