+272.3%
ALAB vs SNAP
-51.6%
+323.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +4.7% |
| 7D | +3.4% | -9.8% | +13.2% | +7.4% |
| 30D | -28.8% | -18.2% | -10.5% | -24.0% |
| 3M | -26.0% | -3.1% | -22.9% | -25.9% |
| 6M | +11.4% | -7.1% | +18.5% | +12.4% |
| YTD | +38.8% | -33.8% | +72.6% | +52.4% |
| 1Y | +37.8% | -39.0% | +76.9% | +55.5% |
| All | +272.3% | -51.6% | +323.8% | +292.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling