+65.2%
ALAB vs STT
+75.3%
-10.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.6% | +9.6% |
| 7D | +7.2% | +0.5% | +6.7% | +6.9% |
| 30D | -2.5% | +3.9% | -6.4% | -5.1% |
| 3M | -13.3% | +20.0% | -33.3% | -23.0% |
| 6M | +172.8% | +55.3% | +117.5% | +104.0% |
| YTD | +86.6% | +53.3% | +33.2% | +39.9% |
| 1Y | +65.2% | +74.7% | -9.5% | +24.7% |
| All | +65.2% | +75.3% | -10.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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