+207.4%
ALAB vs SAN
+186.6%
+20.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.8% |
| 7D | -26.3% | +4.9% | -31.2% | -29.2% |
| 30D | -50.1% | -13.0% | -37.1% | -45.3% |
| 3M | -42.5% | -18.9% | -23.6% | -33.9% |
| 6M | -10.8% | -4.1% | -6.7% | -7.7% |
| YTD | +14.6% | +2.6% | +12.1% | +12.9% |
| 1Y | +17.1% | +16.9% | +0.2% | +6.4% |
| All | +207.4% | +186.6% | +20.8% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling