+43.6%
ALAB vs SN
+46.9%
-3.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +10.1% |
| 7D | +7.2% | -9.3% | +16.6% | +10.8% |
| 30D | -2.5% | -4.8% | +2.3% | -0.8% |
| 3M | -13.3% | +40.4% | -53.7% | -23.7% |
| 6M | +172.8% | +50.9% | +121.9% | +126.8% |
| YTD | +86.6% | +54.9% | +31.6% | +51.8% |
| All | +43.6% | +46.9% | -3.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling