+37.8%
ALAB vs STZ
+15.1%
+22.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +6.4% |
| 7D | +3.4% | -0.9% | +4.4% | +2.8% |
| 30D | -28.8% | +14.9% | -43.7% | -24.3% |
| 3M | -26.0% | +8.4% | -34.4% | -21.5% |
| 6M | +11.4% | +2.8% | +8.6% | +17.8% |
| YTD | +38.8% | +7.5% | +31.3% | +35.2% |
| 1Y | +37.8% | +12.5% | +25.3% | +34.5% |
| All | +37.8% | +15.1% | +22.7% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling