+210.9%
AA vs SAN
+1,664.5%
-1,453.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.2% | +4.1% |
| 7D | +0.9% | +4.9% | -4.0% | -1.7% |
| 30D | -6.7% | -13.0% | +6.3% | -0.1% |
| 3M | -16.3% | -18.9% | +2.5% | -7.4% |
| 6M | -37.1% | -4.1% | -33.0% | -36.4% |
| YTD | -25.0% | +2.6% | -27.6% | -28.3% |
| 1Y | +8.6% | +16.9% | -8.4% | -2.9% |
| 3Y | +57.2% | +239.1% | -181.8% | -20.6% |
| 5Y | -13.0% | +266.8% | -279.9% | -58.5% |
| 10Y | +65.5% | +246.0% | -180.5% | -18.4% |
| All | +210.9% | +1,664.5% | -1,453.6% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling