-14.8%
AA vs SAN
+267.8%
-282.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.2% | +4.2% |
| 7D | +0.9% | +4.9% | -4.0% | -1.9% |
| 30D | -6.7% | -13.0% | +6.3% | +0.6% |
| 3M | -16.3% | -18.9% | +2.5% | -6.4% |
| 6M | -37.1% | -4.1% | -33.0% | -36.4% |
| YTD | -25.0% | +2.6% | -27.6% | -29.1% |
| 1Y | +8.6% | +16.9% | -8.4% | -5.6% |
| 3Y | +57.2% | +239.1% | -181.8% | -33.5% |
| All | -14.8% | +267.8% | -282.6% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling