+302.0%
SAN vs ABCL
-12.4%
+314.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -13.4% | +33.4% | -46.8% | -16.4% |
| 6M | +3.5% | +137.8% | -134.2% | -6.9% |
| YTD | +9.7% | +264.3% | -254.6% | -6.2% |
| 1Y | +20.9% | +209.2% | -188.3% | +4.9% |
| 3Y | +254.3% | +208.4% | +45.9% | +193.4% |
| All | +302.0% | -12.4% | +314.4% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling