+272.3%
ALAB vs STRL
+181.3%
+90.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +3.9% |
| 7D | +3.4% | +7.1% | -3.7% | +0.5% |
| 30D | -28.8% | -39.4% | +10.6% | -5.6% |
| 3M | -26.0% | -43.0% | +17.0% | +1.5% |
| 6M | +11.4% | -65.0% | +76.4% | +97.8% |
| YTD | +38.8% | -0.8% | +39.6% | +19.8% |
| 1Y | +37.8% | -20.3% | +58.1% | +35.8% |
| All | +272.3% | +181.3% | +90.9% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling