+267.2%
ALAB vs XRT
+22.9%
+244.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | +0.5% |
| 7D | +26.9% | -0.4% | +27.4% | +27.6% |
| 30D | -30.0% | +7.5% | -37.5% | -35.4% |
| 3M | -28.5% | +2.3% | -30.9% | -30.9% |
| 6M | +11.4% | +12.8% | -1.4% | -4.5% |
| YTD | +36.9% | +7.1% | +29.9% | +23.4% |
| 1Y | +44.4% | +12.3% | +32.1% | +23.2% |
| All | +267.2% | +22.9% | +244.3% | +144.1% |
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