+476.9%
SAN vs ABCL
-81.3%
+558.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | +2.0% | +93.1% | -91.1% | -3.4% |
| 3M | +19.7% | +79.4% | -59.7% | +13.6% |
| 6M | +30.6% | +214.9% | -184.2% | +18.7% |
| YTD | +28.8% | +234.2% | -205.4% | +16.0% |
| 1Y | +57.8% | +174.8% | -117.0% | +43.2% |
| 3Y | +338.1% | +104.5% | +233.7% | +293.8% |
| 5Y | +384.2% | -39.0% | +423.2% | +341.5% |
| All | +476.9% | -81.3% | +558.2% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling