+24.5%
ALAB vs ROST
+54.7%
-30.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -5.1% |
| 7D | -24.9% | +7.8% | -32.7% | -25.5% |
| 30D | -38.4% | +8.6% | -46.9% | -39.2% |
| 3M | -38.3% | -1.9% | -36.3% | -37.6% |
| 6M | +10.9% | +9.1% | +1.8% | +7.7% |
| YTD | +34.2% | +37.2% | -3.0% | +13.7% |
| 1Y | +24.5% | +52.7% | -28.2% | -1.5% |
| All | +24.5% | +54.7% | -30.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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