+387.5%
SAN vs ABCL
-79.5%
+467.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.2% | +0.9% | +5.8% |
| 7D | +8.7% | +12.4% | -3.7% | +7.8% |
| 30D | -6.5% | -0.4% | -6.1% | -6.7% |
| 3M | -14.2% | +80.4% | -94.6% | -18.5% |
| 6M | +2.7% | +138.5% | -135.8% | -5.1% |
| YTD | +8.9% | +265.5% | -256.6% | -2.9% |
| 1Y | +23.4% | +219.7% | -196.3% | +10.9% |
| 3Y | +257.9% | +209.4% | +48.5% | +212.9% |
| 5Y | +297.8% | -15.0% | +312.8% | +260.3% |
| All | +387.5% | -79.5% | +467.0% | +340.6% |
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