+38.6%
ALB vs SAN
+270.1%
-231.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -5.8% | +4.0% | -9.8% | -7.8% |
| 30D | -4.5% | -7.8% | +3.3% | -0.8% |
| 3M | -28.1% | -16.4% | -11.7% | -21.4% |
| 6M | -53.2% | +3.5% | -56.7% | -54.5% |
| YTD | -33.3% | +6.7% | -40.0% | -37.0% |
| 1Y | -17.4% | +14.5% | -31.9% | -25.0% |
| 3Y | -14.1% | +243.5% | -257.7% | -56.9% |
| 5Y | -64.0% | +296.2% | -360.2% | -83.7% |
| All | +38.6% | +270.1% | -231.5% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling