+17.1%
ALAB vs STM
+75.4%
-58.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.8% | +2.2% |
| 7D | -26.3% | -10.7% | -15.5% | -17.5% |
| 30D | -50.1% | -25.7% | -24.4% | -33.9% |
| 3M | -42.5% | -21.6% | -20.9% | -27.3% |
| 6M | -10.8% | -27.8% | +17.0% | +26.4% |
| YTD | +14.6% | +61.8% | -47.1% | +8.3% |
| 1Y | +17.1% | +78.1% | -61.0% | +7.2% |
| All | +17.1% | +75.4% | -58.3% | +7.2% |
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