-62.1%
ALB vs SAN
+267.8%
-329.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.1% |
| 7D | +9.1% | +4.9% | +4.2% | +6.2% |
| 30D | -3.4% | -13.0% | +9.6% | +3.8% |
| 3M | -20.6% | -18.9% | -1.7% | -11.4% |
| 6M | -48.2% | -4.1% | -44.0% | -47.5% |
| YTD | -29.2% | +2.6% | -31.8% | -32.0% |
| 1Y | +10.0% | +16.9% | -6.9% | -1.7% |
| 3Y | -12.9% | +239.1% | -252.0% | -57.9% |
| All | -62.1% | +267.8% | -329.9% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling