+65.2%
ALAB vs XRT
+3.4%
+61.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.2% |
| 7D | +7.2% | +0.8% | +6.4% | +6.8% |
| 30D | -2.5% | -4.2% | +1.7% | 0.0% |
| 3M | -13.3% | +5.1% | -18.4% | -17.9% |
| 6M | +172.8% | +2.4% | +170.4% | +158.4% |
| YTD | +86.6% | +3.2% | +83.4% | +75.8% |
| 1Y | +65.2% | +1.5% | +63.6% | +55.9% |
| All | +65.2% | +3.4% | +61.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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