+288.7%
AG vs SAN
+120.9%
+167.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.2% |
| 7D | +6.0% | +10.8% | -4.8% | +2.1% |
| 30D | -13.5% | -5.7% | -7.8% | -11.7% |
| 3M | -20.7% | -13.4% | -7.2% | -16.5% |
| 6M | -31.5% | +3.5% | -35.1% | -32.1% |
| YTD | -10.1% | +9.7% | -19.9% | -12.9% |
| 1Y | +26.0% | +20.9% | +5.1% | +18.3% |
| 3Y | +228.9% | +254.3% | -25.4% | +112.5% |
| 5Y | +8.7% | +304.2% | -295.6% | -35.4% |
| 10Y | +71.9% | +260.2% | -188.3% | -6.1% |
| All | +288.7% | +120.9% | +167.9% | +98.4% |
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