+24.8%
ALAB vs Z
-58.2%
+83.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.8% | +9.9% | +13.2% |
| 7D | -5.6% | -5.2% | -0.4% | -4.4% |
| 30D | -36.6% | +5.7% | -42.3% | -36.9% |
| 3M | -35.1% | -8.7% | -26.4% | -34.1% |
| 6M | +8.5% | -26.0% | +34.5% | +22.1% |
| YTD | +30.4% | -55.0% | +85.4% | +89.7% |
| All | +24.8% | -58.2% | +83.1% | +89.0% |
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