+400.4%
ALAB vs STLA
-77.6%
+478.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.4% |
| 7D | +7.2% | +2.6% | +4.6% | +6.6% |
| 30D | -2.5% | -1.2% | -1.3% | -2.4% |
| 3M | -13.3% | -24.8% | +11.5% | -6.5% |
| 6M | +172.8% | -25.6% | +198.4% | +193.8% |
| YTD | +86.6% | -48.9% | +135.5% | +118.7% |
| 1Y | +65.2% | -38.8% | +103.9% | +75.2% |
| All | +400.4% | -77.6% | +478.0% | +672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling