-10.8%
ALAB vs XRT
+5.3%
-16.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.4% |
| 7D | -26.3% | +0.9% | -27.2% | -25.5% |
| 30D | -50.1% | +7.9% | -58.1% | -50.6% |
| 3M | -42.5% | -0.2% | -42.3% | -41.1% |
| 6M | -10.8% | +5.6% | -16.4% | -16.3% |
| All | -10.8% | +5.3% | -16.2% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling