+6,642.4%
ABT vs SAN
+2,116.5%
+4,526.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.7% | +1.8% | -5.5% | -4.0% |
| 30D | +2.5% | +2.0% | +0.5% | +2.1% |
| 3M | +20.2% | +19.7% | +0.5% | +16.2% |
| 6M | -2.9% | +30.6% | -33.6% | -7.8% |
| YTD | -11.9% | +28.8% | -40.8% | -16.5% |
| 1Y | -16.5% | +57.8% | -74.3% | -23.7% |
| 3Y | +12.1% | +338.1% | -326.0% | -15.9% |
| 5Y | -7.4% | +384.2% | -391.6% | -33.1% |
| 10Y | +210.7% | +353.1% | -142.5% | +116.7% |
| All | +6,642.4% | +2,116.5% | +4,526.0% | +2,821.4% |
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