+69.3%
AG vs SAN
+390.0%
-320.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +4.5% | +3.3% | +1.1% | +2.9% |
| 30D | +12.9% | +1.1% | +11.8% | +12.3% |
| 3M | +20.9% | +22.2% | -1.3% | +10.3% |
| 6M | -19.5% | +36.0% | -55.5% | -29.7% |
| YTD | +24.8% | +28.2% | -3.5% | +11.0% |
| 1Y | +120.2% | +54.1% | +66.1% | +81.8% |
| 3Y | +279.0% | +354.2% | -75.2% | +104.5% |
| All | +69.3% | +390.0% | -320.7% | -21.5% |
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