+61.0%
AA vs SAN
+58.9%
+2.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -0.7% | +1.8% | -2.5% | -1.2% |
| 30D | +5.0% | +2.0% | +3.0% | +4.3% |
| 3M | -35.8% | +19.7% | -55.6% | -39.1% |
| 6M | -18.4% | +30.6% | -49.0% | -25.0% |
| YTD | -5.5% | +28.8% | -34.3% | -15.0% |
| 1Y | +61.0% | +57.8% | +3.2% | +38.7% |
| All | +61.0% | +58.9% | +2.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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