+259.6%
SAN vs ALM
+2,221.4%
-1,961.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.1% | -1.9% | +5.8% |
| 7D | +8.7% | +0.7% | +8.0% | +8.7% |
| 30D | -6.5% | -26.1% | +19.6% | -5.4% |
| 3M | -14.2% | -38.1% | +23.9% | -12.7% |
| 6M | +2.7% | -55.4% | +58.1% | +5.4% |
| YTD | +8.9% | -0.4% | +9.3% | +8.7% |
| 1Y | +23.4% | +25.4% | -2.0% | +22.1% |
| 3Y | +257.9% | +907.8% | -649.8% | +233.3% |
| 5Y | +297.8% | +440.2% | -142.4% | +271.6% |
| 10Y | +259.6% | +2,031.1% | -1,771.6% | +241.5% |
| All | +259.6% | +2,221.4% | -1,961.8% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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