+249.6%
ALAB vs STRL
+169.1%
+80.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +15.0% | -1.3% | +5.0% |
| 7D | -5.6% | -13.3% | +7.8% | +1.4% |
| 30D | -36.6% | -43.3% | +6.7% | -12.7% |
| 3M | -35.1% | -46.9% | +11.8% | -7.4% |
| 6M | +8.5% | -65.6% | +74.1% | +94.9% |
| YTD | +30.4% | -5.1% | +35.4% | +15.4% |
| 1Y | +31.0% | -23.1% | +54.1% | +31.7% |
| All | +249.6% | +169.1% | +80.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling