+248.5%
ALAB vs SAN
+206.6%
+41.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -7.5% | +10.8% | -18.2% | -13.9% |
| 30D | -36.8% | -5.7% | -31.1% | -34.3% |
| 3M | -31.9% | -13.4% | -18.4% | -24.8% |
| 6M | +8.2% | +3.5% | +4.7% | +6.5% |
| YTD | +29.9% | +9.7% | +20.2% | +22.6% |
| 1Y | +24.4% | +20.9% | +3.6% | +10.5% |
| All | +248.5% | +206.6% | +41.9% | +87.5% |
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