+2,251.6%
ALB vs SAN
+1,613.7%
+637.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -2.6% |
| 7D | +9.5% | +8.7% | +0.7% | +5.7% |
| 30D | -2.1% | -6.5% | +4.4% | +0.3% |
| 3M | -24.1% | -14.2% | -10.0% | -19.5% |
| 6M | -51.0% | +2.7% | -53.7% | -51.8% |
| YTD | -29.3% | +8.9% | -38.2% | -32.7% |
| 1Y | +3.2% | +23.4% | -20.2% | -6.6% |
| 3Y | -9.3% | +257.9% | -267.3% | -46.9% |
| 5Y | -61.6% | +297.8% | -359.4% | -78.8% |
| 10Y | +40.8% | +259.6% | -218.8% | -23.6% |
| All | +2,251.6% | +1,613.7% | +637.8% | +976.2% |
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