+264.0%
AG vs SAN
+113.3%
+150.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.3% |
| 7D | -6.0% | +1.0% | -7.0% | -6.4% |
| 30D | -14.3% | -9.4% | -5.0% | -11.1% |
| 3M | -26.9% | -17.1% | -9.8% | -21.8% |
| 6M | -42.1% | +2.2% | -44.3% | -42.3% |
| YTD | -15.9% | +6.0% | -21.8% | -17.4% |
| 1Y | +11.5% | +12.7% | -1.2% | +7.3% |
| 3Y | +208.0% | +242.1% | -34.2% | +101.6% |
| 5Y | +2.4% | +293.6% | -291.2% | -38.4% |
| 10Y | +77.0% | +266.1% | -189.1% | -4.1% |
| All | +264.0% | +113.3% | +150.7% | +88.3% |
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