+365.7%
ALAB vs XRT
+15.9%
+349.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -4.6% |
| 7D | +3.2% | -0.3% | +3.4% | +3.7% |
| 30D | -13.6% | -5.6% | -7.9% | -8.2% |
| 3M | -16.6% | +2.5% | -19.1% | -20.5% |
| 6M | +142.3% | +3.7% | +138.7% | +127.9% |
| YTD | +73.6% | +1.0% | +72.7% | +67.7% |
| 1Y | +33.7% | -1.2% | +34.9% | +32.2% |
| All | +365.7% | +15.9% | +349.7% | +231.7% |
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