+391.4%
SAN vs ABCL
-79.6%
+470.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +10.8% | +2.3% | +8.5% | +10.5% |
| 30D | -5.7% | -0.7% | -5.1% | -5.9% |
| 3M | -13.4% | +33.4% | -46.8% | -15.7% |
| 6M | +3.5% | +137.8% | -134.2% | -4.3% |
| YTD | +9.7% | +264.3% | -254.6% | -2.1% |
| 1Y | +20.9% | +209.2% | -188.3% | +8.9% |
| 3Y | +254.3% | +208.4% | +45.9% | +209.7% |
| 5Y | +304.2% | -11.9% | +316.1% | +266.4% |
| All | +391.4% | -79.6% | +470.9% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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