+400.4%
ALAB vs XRT
+18.5%
+381.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +8.7% |
| 7D | +7.2% | +0.8% | +6.4% | +6.4% |
| 30D | -2.5% | -4.2% | +1.7% | +1.6% |
| 3M | -13.3% | +5.1% | -18.4% | -19.4% |
| 6M | +172.8% | +2.4% | +170.4% | +160.2% |
| YTD | +86.6% | +3.2% | +83.4% | +75.8% |
| 1Y | +65.2% | +1.5% | +63.6% | +58.2% |
| All | +400.4% | +18.5% | +381.9% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling