+257.6%
ALAB vs XRT
+23.4%
+234.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.0% |
| 7D | +16.3% | +1.7% | +14.6% | +14.7% |
| 30D | -26.1% | +7.5% | -33.6% | -31.8% |
| 3M | -31.3% | +2.2% | -33.5% | -33.4% |
| 6M | -1.0% | +14.7% | -15.7% | -16.6% |
| YTD | +33.3% | +7.5% | +25.8% | +19.7% |
| 1Y | +53.5% | +14.1% | +39.4% | +28.4% |
| All | +257.6% | +23.4% | +234.2% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling