+365.7%
ALAB vs ROST
+60.4%
+305.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -13.6% | -10.2% | -3.4% | -8.0% |
| 3M | -16.6% | +1.0% | -17.6% | -18.6% |
| 6M | +142.3% | +8.7% | +133.6% | +121.4% |
| YTD | +73.6% | +27.8% | +45.8% | +38.8% |
| 1Y | +33.7% | +52.7% | -19.0% | -8.5% |
| All | +365.7% | +60.4% | +305.3% | +204.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling