+33.7%
ALAB vs Z
-63.3%
+96.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.5% | -5.8% |
| 7D | +3.2% | -3.3% | +6.5% | +3.8% |
| 30D | -13.6% | -3.7% | -9.8% | -13.3% |
| 3M | -16.6% | -7.0% | -9.6% | -15.4% |
| 6M | +142.3% | -29.5% | +171.8% | +176.2% |
| YTD | +73.6% | -52.6% | +126.2% | +130.3% |
| 1Y | +33.7% | -64.0% | +97.7% | +92.3% |
| All | +33.7% | -63.3% | +96.9% | +92.3% |
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