+17.1%
ALAB vs Z
-59.5%
+76.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.5% |
| 7D | -26.3% | -4.6% | -21.7% | -25.3% |
| 30D | -50.1% | +8.3% | -58.4% | -50.7% |
| 3M | -42.5% | -11.6% | -30.9% | -41.4% |
| 6M | -10.8% | -33.6% | +22.8% | +5.0% |
| YTD | +14.6% | -56.7% | +71.3% | +68.3% |
| 1Y | +17.1% | -59.1% | +76.3% | +77.0% |
| All | +17.1% | -59.5% | +76.6% | +77.0% |
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