+24.5%
ALAB vs STM
+92.4%
-67.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.6% | +0.9% |
| 7D | -24.9% | -6.0% | -18.9% | -20.6% |
| 30D | -38.4% | -20.9% | -17.4% | -23.8% |
| 3M | -38.3% | -15.8% | -22.5% | -27.6% |
| 6M | +10.9% | -17.0% | +28.0% | +39.0% |
| YTD | +34.2% | +76.8% | -42.6% | +11.8% |
| 1Y | +24.5% | +96.5% | -72.0% | -1.3% |
| All | +24.5% | +92.4% | -67.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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