+8.6%
ALB vs SAN
+23.5%
-14.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.1% | +2.3% |
| 7D | -2.1% | +4.5% | -6.6% | -4.1% |
| 30D | -9.0% | -12.1% | +3.1% | -3.7% |
| 3M | -21.1% | -15.6% | -5.6% | -15.0% |
| 6M | -49.9% | +5.8% | -55.7% | -51.4% |
| YTD | -32.3% | +5.5% | -37.7% | -36.1% |
| 1Y | +8.6% | +23.6% | -15.0% | -11.0% |
| All | +8.6% | +23.5% | -14.9% | -11.0% |
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