+272.3%
ALAB vs STT
+160.4%
+111.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.5% |
| 7D | +3.4% | +0.4% | +3.0% | +4.1% |
| 30D | -28.8% | -0.4% | -28.3% | -27.6% |
| 3M | -26.0% | -6.5% | -19.5% | -20.9% |
| 6M | +11.4% | +17.2% | -5.8% | +0.6% |
| YTD | +38.8% | +38.2% | +0.6% | +10.2% |
| 1Y | +37.8% | +49.3% | -11.5% | +3.6% |
| All | +272.3% | +160.4% | +111.8% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling