-9.9%
ABT vs SAN
+381.9%
-391.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.1% | +3.3% | -6.5% | -3.6% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | +17.4% | +22.2% | -4.8% | +13.4% |
| 6M | -2.4% | +36.0% | -38.4% | -7.6% |
| YTD | -14.2% | +28.2% | -42.5% | -18.3% |
| 1Y | -18.3% | +54.1% | -72.5% | -24.8% |
| 3Y | +11.5% | +354.2% | -342.7% | -18.4% |
| 5Y | -9.9% | +387.3% | -397.2% | -38.3% |
| All | -9.9% | +381.9% | -391.8% | -38.3% |
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