+37.8%
ALAB vs Z
-59.6%
+97.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.6% |
| 7D | +3.4% | -13.1% | +16.5% | +5.4% |
| 30D | -28.8% | +5.9% | -34.6% | -29.3% |
| 3M | -26.0% | -13.7% | -12.3% | -24.1% |
| 6M | +11.4% | -27.1% | +38.5% | +24.5% |
| YTD | +38.8% | -56.8% | +95.6% | +105.0% |
| 1Y | +37.8% | -60.2% | +98.0% | +113.9% |
| All | +37.8% | -59.6% | +97.4% | +113.9% |
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 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