+400.4%
ALAB vs SN
+195.5%
+204.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +10.3% |
| 7D | +7.2% | -9.3% | +16.6% | +12.4% |
| 30D | -2.5% | -4.8% | +2.3% | -0.2% |
| 3M | -13.3% | +40.4% | -53.7% | -28.1% |
| 6M | +172.8% | +50.9% | +121.9% | +115.6% |
| YTD | +86.6% | +54.9% | +31.6% | +43.4% |
| 1Y | +65.2% | +43.0% | +22.1% | +32.5% |
| All | +400.4% | +195.5% | +204.9% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling