+4,581.7%
AZN vs SAN
+2,231.9%
+2,349.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | -14.4% | +19.6% | -34.1% | -18.2% |
| 6M | -19.5% | +32.7% | -52.2% | -25.1% |
| YTD | -13.8% | +26.7% | -40.4% | -19.2% |
| 1Y | -2.4% | +51.6% | -54.0% | -12.5% |
| 3Y | +21.3% | +348.7% | -327.5% | -17.2% |
| 5Y | +53.6% | +378.7% | -325.1% | +0.2% |
| 10Y | +220.1% | +336.9% | -116.8% | +97.9% |
| All | +4,581.7% | +2,231.9% | +2,349.8% | +1,710.5% |
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 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