+24.5%
ALAB vs ROL
-34.1%
+58.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -3.0% |
| 7D | -24.9% | +14.6% | -39.4% | -19.4% |
| 30D | -38.4% | +29.3% | -67.7% | -30.6% |
| 3M | -38.3% | +2.0% | -40.3% | -35.6% |
| 6M | +10.9% | -28.5% | +39.5% | +13.1% |
| YTD | +34.2% | -35.3% | +69.5% | +46.3% |
| 1Y | +24.5% | -34.7% | +59.2% | +30.4% |
| All | +24.5% | -34.1% | +58.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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