+23.5%
ALAB vs ROST
+53.4%
-29.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | -8.8% | -10.3% | +1.5% | -6.8% |
| 3M | -14.0% | -2.6% | -11.4% | -13.9% |
| 6M | +144.3% | +6.5% | +137.7% | +131.4% |
| YTD | +71.0% | +25.9% | +45.1% | +52.6% |
| 1Y | +23.5% | +52.3% | -28.8% | +6.3% |
| All | +23.5% | +53.4% | -29.9% | +6.3% |
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