+207.4%
ALAB vs Z
-38.3%
+245.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.0% |
| 7D | -26.3% | -4.6% | -21.7% | -25.1% |
| 30D | -50.1% | +8.3% | -58.4% | -52.1% |
| 3M | -42.5% | -11.6% | -30.9% | -41.2% |
| 6M | -10.8% | -33.6% | +22.8% | +1.8% |
| YTD | +14.6% | -56.7% | +71.3% | +59.7% |
| 1Y | +17.1% | -59.1% | +76.3% | +67.6% |
| All | +207.4% | -38.3% | +245.8% | +259.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling