+1,425.2%
AMAT vs SAN
+275.0%
+1,150.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.4% |
| 7D | +7.0% | +3.4% | +3.6% | +5.3% |
| 30D | -20.6% | -6.3% | -14.3% | -18.3% |
| 3M | -24.8% | -14.1% | -10.6% | -19.6% |
| 6M | -10.7% | +4.2% | -14.9% | -13.0% |
| YTD | +54.3% | +9.0% | +45.2% | +46.3% |
| 1Y | +73.7% | +18.8% | +55.0% | +58.2% |
| 3Y | +168.4% | +252.0% | -83.6% | +39.7% |
| 5Y | +167.6% | +299.5% | -131.9% | +25.7% |
| 10Y | +1,425.2% | +276.7% | +1,148.5% | +666.4% |
| All | +1,425.2% | +275.0% | +1,150.2% | +666.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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