+18.8%
SAN vs ALM
+14.6%
+4.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +3.4% | -7.2% | +10.6% | +4.2% |
| 30D | -6.3% | -26.4% | +20.1% | -2.9% |
| 3M | -14.1% | -38.6% | +24.5% | -9.9% |
| 6M | +4.2% | -61.0% | +65.2% | +13.4% |
| YTD | +9.0% | -7.4% | +16.4% | +16.4% |
| 1Y | +18.8% | +14.0% | +4.8% | +23.9% |
| All | +18.8% | +14.6% | +4.2% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling