+216.5%
AZN vs SAN
+357.1%
-140.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | 0.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +1.1% | +0.9% | +0.1% | +0.9% |
| 3M | -12.1% | +19.1% | -31.2% | -14.8% |
| 6M | -17.1% | +33.2% | -50.3% | -21.2% |
| YTD | -12.0% | +29.1% | -41.1% | -16.1% |
| 1Y | -0.2% | +50.2% | -50.5% | -7.3% |
| 3Y | +26.8% | +351.0% | -324.3% | -2.3% |
| 5Y | +56.9% | +394.7% | -337.8% | +16.4% |
| All | +216.5% | +357.1% | -140.6% | +134.5% |
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