+207.4%
ALAB vs STRL
+134.1%
+73.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +4.3% |
| 7D | -26.3% | -26.9% | +0.6% | -12.6% |
| 30D | -50.1% | -52.7% | +2.6% | -23.8% |
| 3M | -42.5% | -52.8% | +10.4% | -12.1% |
| 6M | -10.8% | -71.5% | +60.6% | +77.9% |
| YTD | +14.6% | -17.4% | +32.1% | +9.9% |
| 1Y | +17.1% | -35.0% | +52.1% | +29.8% |
| All | +207.4% | +134.1% | +73.4% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling