+358.7%
ALAB vs SNY
+3.7%
+355.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.4% |
| 7D | +0.6% | -3.6% | +4.2% | -0.3% |
| 30D | -8.8% | -1.9% | -6.9% | -9.2% |
| 3M | -14.0% | -2.0% | -12.1% | -14.2% |
| 6M | +144.3% | +2.5% | +141.7% | +145.5% |
| YTD | +71.0% | -7.0% | +78.0% | +69.9% |
| 1Y | +23.5% | -4.4% | +27.9% | +23.1% |
| All | +358.7% | +3.7% | +355.0% | +378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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