-62.0%
ALNY vs SAN
+23.5%
-85.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.5% |
| 7D | -30.7% | +4.5% | -35.2% | -30.8% |
| 30D | -26.7% | -12.1% | -14.7% | -26.2% |
| 3M | -26.4% | -15.6% | -10.9% | -25.8% |
| 6M | -45.9% | +5.8% | -51.7% | -46.8% |
| YTD | -59.5% | +5.5% | -65.0% | -60.9% |
| 1Y | -62.0% | +23.6% | -85.5% | -64.1% |
| All | -62.0% | +23.5% | -85.4% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling