+257.6%
ALAB vs SAN
+198.1%
+59.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | +16.3% | +4.0% | +12.3% | +13.5% |
| 30D | -26.1% | -7.8% | -18.3% | -22.0% |
| 3M | -31.3% | -16.4% | -14.9% | -22.4% |
| 6M | -1.0% | +3.5% | -4.5% | -2.3% |
| YTD | +33.3% | +6.7% | +26.7% | +28.1% |
| 1Y | +53.5% | +14.5% | +39.1% | +41.3% |
| All | +257.6% | +198.1% | +59.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling