+172.8%
ALAB vs Z
-23.1%
+196.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.9% | +9.3% |
| 7D | +7.2% | -3.0% | +10.2% | +6.6% |
| 30D | -2.5% | -4.2% | +1.7% | -2.8% |
| 3M | -13.3% | -3.7% | -9.6% | -8.6% |
| 6M | +172.8% | -24.5% | +197.3% | +211.5% |
| All | +172.8% | -23.1% | +196.0% | +211.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling