+40.1%
ALAB vs ROK
+25.5%
+14.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.7% |
| 7D | +9.6% | +0.2% | +9.5% | +9.6% |
| 30D | -5.3% | -1.8% | -3.5% | -3.6% |
| 3M | -12.0% | -7.2% | -4.9% | -5.7% |
| 6M | +145.7% | +14.2% | +131.6% | +121.0% |
| YTD | +80.7% | +10.6% | +70.1% | +66.6% |
| 1Y | +40.1% | +25.9% | +14.2% | +30.5% |
| All | +40.1% | +25.5% | +14.7% | +30.5% |
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