+788.4%
AU vs SAN
+362.1%
+426.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -3.6% | +1.8% | -5.4% | -4.0% |
| 30D | +23.9% | +2.0% | +21.9% | +23.4% |
| 3M | +19.1% | +19.7% | -0.6% | +14.9% |
| 6M | -0.2% | +30.6% | -30.8% | -5.1% |
| YTD | +32.5% | +28.8% | +3.6% | +25.9% |
| 1Y | +96.9% | +57.8% | +39.2% | +80.1% |
| 3Y | +614.7% | +338.1% | +276.6% | +428.2% |
| 5Y | +647.7% | +384.2% | +263.5% | +428.6% |
| 10Y | +679.2% | +353.1% | +326.1% | +414.8% |
| All | +788.4% | +362.1% | +426.3% | +572.4% |
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 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