+400.4%
ALAB vs STT
+188.9%
+211.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -13.3% | +20.0% | -33.3% | -24.2% |
| 6M | +172.8% | +55.3% | +117.5% | +96.1% |
| YTD | +86.6% | +53.3% | +33.2% | +34.8% |
| 1Y | +65.2% | +74.7% | -9.5% | +8.2% |
| All | +400.4% | +188.9% | +211.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling