+54.2%
AR vs SAN
+267.7%
-213.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.4% |
| 7D | +6.4% | +1.0% | +5.4% | +5.8% |
| 30D | +3.1% | -9.4% | +12.5% | +6.5% |
| 3M | +3.3% | -17.1% | +20.4% | +10.4% |
| 6M | +6.6% | +2.2% | +4.4% | +3.0% |
| YTD | +12.3% | +6.0% | +6.3% | +3.6% |
| 1Y | +12.3% | +12.7% | -0.4% | +0.4% |
| 3Y | +50.4% | +242.1% | -191.7% | -25.0% |
| 5Y | +101.0% | +293.6% | -192.6% | -12.0% |
| All | +54.2% | +267.7% | -213.5% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling