+239.1%
SAN vs ALM
+825.4%
-586.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.4% |
| 7D | +4.9% | -6.7% | +11.6% | +5.5% |
| 30D | -13.0% | -32.9% | +19.9% | -9.9% |
| 3M | -18.9% | -39.5% | +20.6% | -15.6% |
| 6M | -4.1% | -62.0% | +57.8% | +2.8% |
| YTD | +2.6% | -7.8% | +10.4% | +2.6% |
| 1Y | +16.9% | +26.7% | -9.7% | +13.7% |
| 3Y | +239.1% | +825.4% | -586.3% | +173.3% |
| All | +239.1% | +825.4% | -586.3% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling