+400.4%
ALAB vs SNAP
-50.4%
+450.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.0% | +13.8% | +11.0% |
| 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% | -11.3% |
| 6M | +172.8% | +1.9% | +171.0% | +163.1% |
| YTD | +86.6% | -32.2% | +118.8% | +103.5% |
| 1Y | +65.2% | -22.8% | +88.0% | +72.5% |
| All | +400.4% | -50.4% | +450.8% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling