+24.5%
ALAB vs Z
-54.2%
+78.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.9% | -4.9% |
| 7D | -24.9% | +10.2% | -35.0% | -25.3% |
| 30D | -38.4% | +23.7% | -62.1% | -40.2% |
| 3M | -38.3% | -6.6% | -31.7% | -37.1% |
| 6M | +10.9% | -23.0% | +33.9% | +27.4% |
| YTD | +34.2% | -50.3% | +84.5% | +94.4% |
| 1Y | +24.5% | -53.6% | +78.1% | +86.4% |
| All | +24.5% | -54.2% | +78.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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