+207.4%
ALAB vs STLA
-82.1%
+289.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -26.3% | -4.5% | -21.8% | -25.3% |
| 30D | -50.1% | -3.9% | -46.2% | -49.6% |
| 3M | -42.5% | -20.2% | -22.3% | -39.1% |
| 6M | -10.8% | -42.2% | +31.3% | +2.9% |
| YTD | +14.6% | -59.3% | +74.0% | +42.6% |
| 1Y | +17.1% | -56.1% | +73.2% | +39.1% |
| All | +207.4% | -82.1% | +289.6% | +403.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling