+33.0%
ALB vs SAN
+255.1%
-222.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.6% |
| 7D | +5.3% | +10.8% | -5.5% | -0.4% |
| 30D | -6.3% | -5.7% | -0.5% | -3.7% |
| 3M | -27.4% | -13.4% | -14.0% | -22.1% |
| 6M | -53.1% | +3.5% | -56.6% | -54.4% |
| YTD | -32.3% | +9.7% | -42.1% | -37.0% |
| 1Y | -7.3% | +20.9% | -28.2% | -18.1% |
| 3Y | -14.9% | +254.3% | -269.2% | -57.9% |
| 5Y | -62.0% | +304.2% | -366.2% | -83.0% |
| 10Y | +33.0% | +260.2% | -227.2% | -41.1% |
| All | +33.0% | +255.1% | -222.1% | -41.1% |
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