+25.7%
ABNB vs SAN
+469.6%
-443.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -4.0% | +1.8% | -5.7% | -4.7% |
| 30D | +19.3% | +2.0% | +17.3% | +18.3% |
| 3M | +36.1% | +19.7% | +16.3% | +25.7% |
| 6M | +34.2% | +30.6% | +3.6% | +19.0% |
| YTD | +34.1% | +28.8% | +5.2% | +18.9% |
| 1Y | +45.1% | +57.8% | -12.6% | +17.7% |
| 3Y | +37.1% | +338.1% | -301.0% | -30.8% |
| 5Y | +15.2% | +384.2% | -369.1% | -48.2% |
| All | +25.7% | +469.6% | -443.8% | -39.4% |
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