+269.8%
SAN vs ABCL
-21.8%
+291.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -9.0% | -2.9% |
| 7D | +4.9% | -3.2% | +8.1% | +5.0% |
| 30D | -13.0% | -7.4% | -5.6% | -12.7% |
| 3M | -18.9% | +81.9% | -100.8% | -24.4% |
| 6M | -4.1% | +135.7% | -139.9% | -13.8% |
| YTD | +2.6% | +247.4% | -244.8% | -12.0% |
| 1Y | +16.9% | +162.3% | -145.3% | +2.9% |
| 3Y | +239.1% | +165.5% | +73.6% | +185.4% |
| All | +269.8% | -21.8% | +291.6% | +230.1% |
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