+60.2%
ALB vs SAN
+55.7%
+4.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -4.4% | +3.3% | -7.7% | -5.8% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | -13.3% | +22.2% | -35.5% | -20.8% |
| 6M | -19.8% | +36.0% | -55.8% | -31.3% |
| YTD | -7.9% | +28.2% | -36.2% | -19.4% |
| 1Y | +60.2% | +54.1% | +6.0% | +30.9% |
| All | +60.2% | +55.7% | +4.4% | +30.9% |
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