+400.4%
ALAB vs SAN
+260.0%
+140.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.5% | +10.3% |
| 7D | +7.2% | +1.8% | +5.5% | +5.9% |
| 30D | -2.5% | +2.0% | -4.5% | -4.0% |
| 3M | -13.3% | +19.7% | -33.0% | -22.8% |
| 6M | +172.8% | +30.6% | +142.2% | +127.8% |
| YTD | +86.6% | +28.8% | +57.7% | +57.5% |
| 1Y | +65.2% | +57.8% | +7.4% | +22.4% |
| All | +400.4% | +260.0% | +140.4% | +141.0% |
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