+75.0%
AG vs SAN
+348.5%
-273.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +12.5% | -0.1% | +12.5% | +12.5% |
| 3M | +28.2% | +19.6% | +8.5% | +21.5% |
| 6M | -18.8% | +32.7% | -51.5% | -25.1% |
| YTD | +27.4% | +26.7% | +0.7% | +18.7% |
| 1Y | +132.2% | +51.6% | +80.5% | +106.4% |
| 3Y | +286.9% | +348.7% | -61.9% | +160.5% |
| 5Y | +72.8% | +378.7% | -306.0% | +10.8% |
| All | +75.0% | +348.5% | -273.5% | -8.9% |
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 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