+249.6%
ALAB vs STZ
-42.2%
+291.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.5% | +11.2% | +14.2% |
| 7D | -5.6% | +3.4% | -9.0% | -4.9% |
| 30D | -36.6% | +19.6% | -56.2% | -34.7% |
| 3M | -35.1% | +8.0% | -43.1% | -33.4% |
| 6M | +8.5% | -0.3% | +8.8% | +11.6% |
| YTD | +30.4% | +8.6% | +21.8% | +32.8% |
| 1Y | +31.0% | +17.3% | +13.7% | +33.5% |
| All | +249.6% | -42.2% | +291.8% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling