+344.0%
SAN vs ALLE
+42.6%
+301.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +2.0% | -6.8% | +8.8% | +4.3% |
| 3M | +19.7% | +21.0% | -1.3% | +11.7% |
| 6M | +30.6% | +1.1% | +29.5% | +29.5% |
| YTD | +28.8% | -0.5% | +29.4% | +27.2% |
| 1Y | +57.8% | -7.3% | +65.0% | +59.7% |
| All | +344.0% | +42.6% | +301.5% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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