+24.5%
ALAB vs ROK
+25.3%
-0.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -3.8% |
| 7D | -24.9% | 0.0% | -24.9% | -24.7% |
| 30D | -38.4% | -2.5% | -35.9% | -36.5% |
| 3M | -38.3% | 0.0% | -38.3% | -37.9% |
| 6M | +10.9% | +11.6% | -0.6% | +2.7% |
| YTD | +34.2% | +15.2% | +19.0% | +18.0% |
| 1Y | +24.5% | +25.0% | -0.5% | +3.9% |
| All | +24.5% | +25.3% | -0.8% | +3.9% |
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