+365.7%
ALAB vs SAN
+258.3%
+107.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.6% |
| 7D | +3.2% | +3.3% | -0.1% | +0.8% |
| 30D | -13.6% | +1.1% | -14.7% | -14.3% |
| 3M | -16.6% | +22.2% | -38.8% | -26.8% |
| 6M | +142.3% | +36.0% | +106.3% | +97.7% |
| YTD | +73.6% | +28.2% | +45.4% | +47.1% |
| 1Y | +33.7% | +54.1% | -20.5% | +0.5% |
| All | +365.7% | +258.3% | +107.3% | +125.1% |
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