+33.9%
ALNY vs SAN
+385.2%
-351.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -6.5% | +0.2% | -6.8% | -6.6% |
| 30D | +11.0% | +0.9% | +10.1% | +10.8% |
| 3M | -14.1% | +19.1% | -33.2% | -17.9% |
| 6M | -22.4% | +33.2% | -55.6% | -28.1% |
| YTD | -37.5% | +29.1% | -66.6% | -42.0% |
| 1Y | -46.9% | +50.2% | -97.2% | -52.7% |
| 3Y | +22.1% | +351.0% | -329.0% | -20.9% |
| All | +33.9% | +385.2% | -351.3% | -22.8% |
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