+65.2%
ALAB vs SNAP
-24.3%
+89.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.0% | +13.8% | +10.8% |
| 7D | +7.2% | +0.7% | +6.5% | +6.8% |
| 30D | -2.5% | +2.6% | -5.1% | -4.2% |
| 3M | -13.3% | -9.9% | -3.4% | -10.8% |
| 6M | +172.8% | +1.9% | +171.0% | +163.4% |
| YTD | +86.6% | -32.2% | +118.8% | +101.1% |
| 1Y | +65.2% | -22.8% | +88.0% | +75.8% |
| All | +65.2% | -24.3% | +89.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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