+249.6%
ALAB vs XRT
+25.8%
+223.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.7% | +10.1% | +10.1% |
| 7D | -5.6% | +2.5% | -8.0% | -7.5% |
| 30D | -36.6% | +10.3% | -47.0% | -43.0% |
| 3M | -35.1% | +2.4% | -37.5% | -37.1% |
| 6M | +8.5% | +10.0% | -1.4% | -4.1% |
| YTD | +30.4% | +9.5% | +20.8% | +14.9% |
| 1Y | +31.0% | +17.2% | +13.9% | +6.7% |
| All | +249.6% | +25.8% | +223.8% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling