+24.8%
ALAB vs STM
+90.1%
-65.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.8% | +7.0% | +7.4% |
| 7D | -5.6% | -5.6% | 0.0% | +0.8% |
| 30D | -36.6% | -14.4% | -22.2% | -25.8% |
| 3M | -35.1% | -20.5% | -14.6% | -18.9% |
| 6M | +8.5% | -24.5% | +33.1% | +47.0% |
| YTD | +30.4% | +72.7% | -42.3% | +16.1% |
| All | +24.8% | +90.1% | -65.3% | +8.5% |
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