+88.6%
AG vs SAN
+51.4%
+37.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -4.7% |
| 7D | -6.7% | +0.2% | -6.9% | -7.0% |
| 30D | +2.2% | +0.9% | +1.2% | +1.3% |
| 3M | +15.7% | +19.1% | -3.4% | +1.0% |
| 6M | -23.8% | +33.2% | -57.0% | -38.2% |
| YTD | +17.6% | +29.1% | -11.5% | -7.9% |
| 1Y | +88.6% | +50.2% | +38.4% | +28.1% |
| All | +88.6% | +51.4% | +37.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling