+2,254.7%
ALB vs SAN
+1,514.7%
+740.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.8% |
| 7D | +9.1% | +4.9% | +4.2% | +6.9% |
| 30D | -3.4% | -13.0% | +9.6% | +2.0% |
| 3M | -20.6% | -18.9% | -1.7% | -13.7% |
| 6M | -48.2% | -4.1% | -44.0% | -47.5% |
| YTD | -29.2% | +2.6% | -31.8% | -30.9% |
| 1Y | +10.0% | +16.9% | -6.9% | +1.9% |
| 3Y | -12.9% | +239.1% | -252.0% | -47.8% |
| 5Y | -61.3% | +266.8% | -328.1% | -77.9% |
| 10Y | +35.8% | +246.0% | -210.2% | -25.0% |
| All | +2,254.7% | +1,514.7% | +740.0% | +1,005.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling