+2,885.9%
ALB vs SAN
+1,928.3%
+957.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.1% |
| 7D | -8.1% | +1.8% | -9.8% | -8.8% |
| 30D | +6.3% | +2.0% | +4.3% | +5.4% |
| 3M | -23.6% | +19.7% | -43.3% | -29.1% |
| 6M | -24.6% | +30.6% | -55.2% | -32.9% |
| YTD | -10.3% | +28.8% | -39.1% | -20.0% |
| 1Y | +61.5% | +57.8% | +3.7% | +32.6% |
| 3Y | -34.0% | +338.1% | -372.1% | -64.3% |
| 5Y | -44.6% | +384.2% | -428.8% | -71.8% |
| 10Y | +76.1% | +353.1% | -277.1% | -12.6% |
| All | +2,885.9% | +1,928.3% | +957.6% | +1,179.9% |
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