+280.3%
SAN vs ALC
+24.0%
+256.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | +1.8% | -2.1% | +3.9% | +2.8% |
| 30D | +2.0% | -0.1% | +2.1% | +1.9% |
| 3M | +19.7% | +5.9% | +13.8% | +15.8% |
| 6M | +30.6% | -15.9% | +46.6% | +40.6% |
| YTD | +28.8% | -10.1% | +39.0% | +34.1% |
| 1Y | +57.8% | -10.2% | +68.0% | +63.7% |
| 3Y | +338.1% | -13.6% | +351.7% | +352.6% |
| 5Y | +384.2% | -15.1% | +399.4% | +394.3% |
| All | +280.3% | +24.0% | +256.3% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling