+334.8%
SAN vs ALM
+3,219.4%
-2,884.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -0.8% |
| 7D | +3.3% | +8.4% | -5.1% | +3.0% |
| 30D | +1.1% | +34.8% | -33.7% | -0.2% |
| 3M | +22.2% | +16.2% | +6.0% | +21.1% |
| 6M | +36.0% | +2.1% | +33.9% | +35.0% |
| YTD | +28.2% | +117.0% | -88.8% | +24.3% |
| 1Y | +54.1% | +313.9% | -259.7% | +46.1% |
| 3Y | +354.2% | +2,327.9% | -1,973.7% | +310.2% |
| 5Y | +387.3% | +1,040.6% | -653.4% | +342.8% |
| 10Y | +334.8% | +3,219.4% | -2,884.6% | +307.6% |
| All | +334.8% | +3,219.4% | -2,884.6% | +307.6% |
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