-43.9%
ALB vs SAN
+381.6%
-425.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | -23.6% | +19.7% | -43.3% | -30.8% |
| 6M | -24.6% | +30.6% | -55.2% | -35.6% |
| YTD | -10.3% | +28.8% | -39.1% | -23.2% |
| 1Y | +61.5% | +57.8% | +3.7% | +23.4% |
| 3Y | -34.0% | +338.1% | -372.1% | -71.4% |
| All | -43.9% | +381.6% | -425.5% | -78.0% |
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