+271.9%
SAN vs ALM
+7,705.7%
-7,433.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | +2.0% | +32.0% | -30.0% | +1.8% |
| 3M | +19.7% | -15.0% | +34.8% | +19.8% |
| 6M | +30.6% | -10.1% | +40.8% | +30.6% |
| YTD | +28.8% | +99.4% | -70.6% | +28.3% |
| 1Y | +57.8% | +316.4% | -258.6% | +56.6% |
| 3Y | +338.1% | +2,022.0% | -1,683.9% | +331.3% |
| 5Y | +384.2% | +941.2% | -557.0% | +377.4% |
| 10Y | +353.1% | +2,950.3% | -2,597.2% | +343.7% |
| All | +271.9% | +7,705.7% | -7,433.9% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling