-5.1%
ABT vs SAN
+300.6%
-305.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.0% |
| 7D | -5.4% | +3.4% | -8.8% | -5.9% |
| 30D | +8.0% | -6.3% | +14.3% | +9.0% |
| 3M | +0.2% | -14.1% | +14.3% | +2.5% |
| 6M | +34.1% | +4.2% | +30.0% | +32.4% |
| YTD | -10.6% | +9.0% | -19.6% | -12.9% |
| 1Y | -11.8% | +18.8% | -30.6% | -15.5% |
| 3Y | +23.9% | +252.0% | -228.1% | -6.2% |
| 5Y | -5.1% | +299.5% | -304.6% | -32.9% |
| All | -5.1% | +300.6% | -305.7% | -32.9% |
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