+299.5%
ALB vs STLA
+263.8%
+35.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.9% |
| 7D | -8.1% | +2.6% | -10.6% | -9.0% |
| 30D | +6.3% | -1.2% | +7.5% | +6.3% |
| 3M | -23.6% | -24.8% | +1.2% | -16.7% |
| 6M | -24.6% | -25.6% | +1.0% | -18.3% |
| YTD | -10.3% | -48.9% | +38.7% | +7.4% |
| 1Y | +61.5% | -38.8% | +100.2% | +80.0% |
| 3Y | -34.0% | -64.5% | +30.6% | -12.9% |
| 5Y | -44.6% | -62.4% | +17.8% | -29.2% |
| 10Y | +76.1% | +55.4% | +20.7% | +60.6% |
| All | +299.5% | +263.8% | +35.7% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling