+221.3%
SAN vs ALC
+32.2%
+189.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.9% | +6.0% |
| 7D | +8.7% | +2.1% | +6.7% | +7.8% |
| 30D | -6.5% | +17.2% | -23.7% | -13.3% |
| 3M | -14.2% | +4.6% | -18.8% | -16.3% |
| 6M | +2.7% | +20.1% | -17.4% | -6.8% |
| YTD | +8.9% | -4.2% | +13.1% | +9.7% |
| 1Y | +23.4% | +2.1% | +21.3% | +20.3% |
| 3Y | +257.9% | +4.5% | +253.5% | +235.0% |
| 5Y | +297.8% | -12.3% | +310.1% | +300.0% |
| All | +221.3% | +32.2% | +189.2% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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