+7.7%
AS vs SAN
+21.7%
-14.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +0.1% |
| 7D | +5.8% | +8.7% | -2.9% | +1.4% |
| 30D | +15.4% | -6.5% | +21.8% | +19.0% |
| 3M | -11.9% | -14.2% | +2.3% | -5.3% |
| 6M | -9.9% | +2.7% | -12.6% | -14.0% |
| YTD | -13.1% | +8.9% | -22.0% | -18.2% |
| All | +7.7% | +21.7% | -14.0% | +2.2% |
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