+248.5%
ALAB vs Z
-39.5%
+288.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.4% |
| 7D | -7.5% | -6.5% | -1.0% | -5.0% |
| 30D | -36.8% | -0.1% | -36.7% | -37.4% |
| 3M | -31.9% | -14.1% | -17.7% | -29.7% |
| 6M | +8.2% | -30.1% | +38.3% | +20.2% |
| YTD | +29.9% | -57.5% | +87.5% | +82.3% |
| 1Y | +24.4% | -60.3% | +84.8% | +80.2% |
| All | +248.5% | -39.5% | +288.0% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling