-34.2%
ALB vs SAN
+339.3%
-373.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.0% |
| 7D | -8.1% | +1.8% | -9.8% | -9.0% |
| 30D | +6.3% | +2.0% | +4.3% | +5.1% |
| 3M | -23.6% | +19.7% | -43.3% | -31.3% |
| 6M | -24.6% | +30.6% | -55.2% | -36.4% |
| YTD | -10.3% | +28.8% | -39.1% | -24.3% |
| 1Y | +61.5% | +57.8% | +3.7% | +19.5% |
| All | -34.2% | +339.3% | -373.5% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling