+144.3%
AR vs SAN
+381.9%
-237.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | +3.3% | -5.2% | -2.7% |
| 30D | +12.6% | +1.1% | +11.5% | +12.2% |
| 3M | +10.0% | +22.2% | -12.2% | +3.8% |
| 6M | +0.6% | +36.0% | -35.4% | -9.1% |
| YTD | +13.4% | +28.2% | -14.8% | +3.1% |
| 1Y | +21.7% | +54.1% | -32.4% | +3.1% |
| 3Y | +45.8% | +354.2% | -308.4% | -20.4% |
| 5Y | +144.3% | +387.3% | -243.0% | +20.7% |
| All | +144.3% | +381.9% | -237.7% | +20.7% |
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