+257.6%
ALAB vs STLA
-84.6%
+342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | +16.3% | -13.8% | +30.1% | +21.0% |
| 30D | -26.1% | -10.5% | -15.6% | -24.0% |
| 3M | -31.3% | -28.9% | -2.4% | -25.0% |
| 6M | -1.0% | -49.7% | +48.7% | +18.5% |
| YTD | +33.3% | -64.9% | +98.3% | +72.4% |
| 1Y | +53.5% | -64.0% | +117.6% | +94.5% |
| All | +257.6% | -84.6% | +342.2% | +508.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling