+239.1%
SAN vs ALC
+2.3%
+236.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +4.9% | +4.9% | 0.0% | +3.3% |
| 30D | -13.0% | +19.0% | -31.9% | -18.1% |
| 3M | -18.9% | +7.8% | -26.6% | -21.1% |
| 6M | -4.1% | +14.6% | -18.7% | -9.3% |
| YTD | +2.6% | -4.4% | +7.0% | +4.1% |
| 1Y | +16.9% | +1.4% | +15.5% | +15.9% |
| 3Y | +239.1% | +2.5% | +236.5% | +240.6% |
| All | +239.1% | +2.3% | +236.8% | +240.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling