+11.4%
ALAB vs ROL
-27.8%
+39.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -2.7% |
| 7D | +26.9% | -1.7% | +28.6% | +24.5% |
| 30D | -30.0% | +18.5% | -48.5% | -16.6% |
| 3M | -28.5% | +4.3% | -32.9% | -24.3% |
| 6M | +11.4% | -27.7% | +39.2% | -17.4% |
| All | +11.4% | -27.8% | +39.2% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling