+207.4%
ALAB vs SNAP
-55.0%
+262.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.8% | +7.1% |
| 7D | -26.3% | -7.1% | -19.2% | -24.2% |
| 30D | -50.1% | -14.6% | -35.5% | -47.5% |
| 3M | -42.5% | -5.0% | -37.5% | -42.2% |
| 6M | -10.8% | -18.8% | +8.0% | -6.3% |
| YTD | +14.6% | -38.5% | +53.2% | +28.7% |
| 1Y | +17.1% | -38.1% | +55.2% | +31.3% |
| All | +207.4% | -55.0% | +262.5% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling