+3,615.7%
ALNY vs SAN
+380.4%
+3,235.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +5.7% | +3.3% | +2.3% | +4.5% |
| 30D | +18.7% | +1.1% | +17.6% | +18.2% |
| 3M | -11.0% | +22.2% | -33.2% | -18.0% |
| 6M | -18.9% | +36.0% | -54.9% | -28.5% |
| YTD | -34.6% | +28.2% | -62.8% | -41.6% |
| 1Y | -42.8% | +54.1% | -97.0% | -52.4% |
| 3Y | +29.1% | +354.2% | -325.1% | -29.8% |
| 5Y | +39.6% | +387.3% | -347.7% | -29.2% |
| 10Y | +253.8% | +334.8% | -81.0% | +66.4% |
| All | +3,615.7% | +380.4% | +3,235.3% | +1,440.3% |
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