-13.0%
ALB vs SAN
+13.0%
-26.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | 0.0% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | -2.9% | -9.4% | +6.5% | +0.9% |
| 3M | -25.8% | -17.1% | -8.7% | -20.0% |
| 6M | -53.6% | +2.2% | -55.7% | -54.2% |
| YTD | -32.4% | +6.0% | -38.4% | -35.5% |
| 1Y | -13.0% | +12.7% | -25.7% | -19.4% |
| All | -13.0% | +13.0% | -26.1% | -19.4% |
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