+172.8%
ALAB vs ROST
+7.9%
+165.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.8% |
| 7D | +7.2% | +0.9% | +6.3% | +7.1% |
| 30D | -2.5% | -8.9% | +6.4% | -1.3% |
| 3M | -13.3% | -0.8% | -12.5% | -12.5% |
| 6M | +172.8% | +8.5% | +164.3% | +143.6% |
| All | +172.8% | +7.9% | +165.0% | +143.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling