+365.7%
ALAB vs STZ
-52.3%
+417.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.3% | -7.2% |
| 7D | +3.2% | -7.4% | +10.6% | +2.8% |
| 30D | -13.6% | -10.9% | -2.7% | -14.1% |
| 3M | -16.6% | -13.4% | -3.2% | -17.1% |
| 6M | +142.3% | -16.2% | +158.5% | +140.9% |
| YTD | +73.6% | -10.4% | +84.1% | +71.3% |
| 1Y | +33.7% | -14.8% | +48.4% | +31.9% |
| All | +365.7% | -52.3% | +417.9% | +423.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling