+87.3%
ALB vs SAN
+329.5%
-242.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -8.6% | -0.5% | -8.1% | -8.4% |
| 30D | -4.0% | -0.1% | -4.0% | -4.0% |
| 3M | -17.4% | +19.6% | -37.0% | -25.1% |
| 6M | -25.4% | +32.7% | -58.1% | -36.5% |
| YTD | -10.5% | +26.7% | -37.2% | -22.4% |
| 1Y | +75.8% | +51.6% | +24.2% | +38.5% |
| 3Y | -28.5% | +348.7% | -377.3% | -68.6% |
| 5Y | -45.1% | +378.7% | -423.8% | -77.5% |
| 10Y | +87.3% | +336.9% | -249.6% | -27.2% |
| All | +87.3% | +329.5% | -242.2% | -27.2% |
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