+365.7%
ALAB vs STLA
-78.3%
+443.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.9% | -6.1% |
| 7D | +3.2% | +0.7% | +2.4% | +3.1% |
| 30D | -13.6% | -2.4% | -11.2% | -13.1% |
| 3M | -16.6% | -23.9% | +7.3% | -10.4% |
| 6M | +142.3% | -24.6% | +166.9% | +160.8% |
| YTD | +73.6% | -50.5% | +124.1% | +105.3% |
| 1Y | +33.7% | -39.8% | +73.5% | +42.3% |
| All | +365.7% | -78.3% | +443.9% | +624.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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