+400.4%
ALAB vs ROP
-25.1%
+425.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.6% | +13.3% | +9.3% |
| 7D | +7.2% | -4.4% | +11.7% | +6.6% |
| 30D | -2.5% | +3.2% | -5.8% | -2.1% |
| 3M | -13.3% | +23.1% | -36.4% | -14.0% |
| 6M | +172.8% | +13.3% | +159.5% | +177.6% |
| YTD | +86.6% | -7.9% | +94.4% | +103.7% |
| 1Y | +65.2% | -22.1% | +87.2% | +96.9% |
| All | +400.4% | -25.1% | +425.5% | +534.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling