+400.4%
ALAB vs STZ
-49.4%
+449.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +9.7% |
| 7D | +7.2% | -1.9% | +9.2% | +7.1% |
| 30D | -2.5% | -1.9% | -0.6% | -2.6% |
| 3M | -13.3% | -6.2% | -7.1% | -13.6% |
| 6M | +172.8% | -14.0% | +186.8% | +172.0% |
| YTD | +86.6% | -5.1% | +91.7% | +84.6% |
| 1Y | +65.2% | -9.6% | +74.7% | +63.4% |
| All | +400.4% | -49.4% | +449.8% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling