+377.7%
SAN vs ABCL
-81.2%
+458.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +4.0% | -3.3% | +7.3% | +4.3% |
| 30D | -7.8% | -7.1% | -0.7% | -7.6% |
| 3M | -16.4% | +4.7% | -21.1% | -17.1% |
| 6M | +3.5% | +140.9% | -137.4% | -4.4% |
| YTD | +6.7% | +236.0% | -229.3% | -4.3% |
| 1Y | +14.5% | +217.4% | -202.9% | +3.0% |
| 3Y | +243.5% | +188.7% | +54.8% | +201.7% |
| 5Y | +296.2% | -23.5% | +319.7% | +260.9% |
| All | +377.7% | -81.2% | +458.8% | +334.3% |
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