+209.7%
ABT vs SAN
+329.5%
-119.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -4.7% | -0.5% | -4.3% | -4.7% |
| 30D | -3.1% | -0.1% | -3.1% | -3.1% |
| 3M | +16.1% | +19.6% | -3.5% | +12.2% |
| 6M | -5.3% | +32.7% | -38.0% | -10.4% |
| YTD | -14.4% | +26.7% | -41.1% | -18.7% |
| 1Y | -18.4% | +51.6% | -70.0% | -25.1% |
| 3Y | +11.2% | +348.7% | -337.5% | -18.5% |
| 5Y | -9.4% | +378.7% | -388.1% | -36.1% |
| 10Y | +209.7% | +336.9% | -127.2% | +115.4% |
| All | +209.7% | +329.5% | -119.8% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling