+17.1%
ALAB vs STLA
-56.7%
+73.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -26.3% | -4.5% | -21.8% | -26.2% |
| 30D | -50.1% | -3.9% | -46.2% | -50.2% |
| 3M | -42.5% | -20.2% | -22.3% | -43.4% |
| 6M | -10.8% | -42.2% | +31.3% | -17.1% |
| YTD | +14.6% | -59.3% | +74.0% | -4.0% |
| 1Y | +17.1% | -56.1% | +73.2% | -5.5% |
| All | +17.1% | -56.7% | +73.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling