+257.6%
ALAB vs Z
-37.8%
+295.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.7% |
| 7D | +16.3% | +0.8% | +15.5% | +16.0% |
| 30D | -26.1% | +5.2% | -31.3% | -28.0% |
| 3M | -31.3% | -17.0% | -14.2% | -27.9% |
| 6M | -1.0% | -22.7% | +21.6% | +5.4% |
| YTD | +33.3% | -56.3% | +89.7% | +85.3% |
| 1Y | +53.5% | -57.7% | +111.2% | +116.2% |
| All | +257.6% | -37.8% | +295.4% | +316.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling