+4.6%
ALAB vs STLA
-41.8%
+46.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.2% | +13.9% | +13.8% |
| 7D | -5.6% | -6.4% | +0.8% | -2.5% |
| 30D | -36.6% | -1.3% | -35.3% | -36.0% |
| 3M | -35.1% | -19.9% | -15.2% | -26.5% |
| All | +4.6% | -41.8% | +46.4% | +65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling