+1,321.9%
AMAT vs SAN
+270.1%
+1,051.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +11.4% | +4.0% | +7.4% | +9.4% |
| 30D | -17.0% | -7.8% | -9.2% | -14.0% |
| 3M | -30.6% | -16.4% | -14.3% | -24.9% |
| 6M | -14.9% | +3.5% | -18.5% | -16.9% |
| YTD | +44.7% | +6.7% | +38.0% | +38.7% |
| 1Y | +66.9% | +14.5% | +52.4% | +54.7% |
| 3Y | +153.3% | +243.5% | -90.2% | +33.5% |
| 5Y | +146.2% | +296.2% | -150.0% | +16.2% |
| All | +1,321.9% | +270.1% | +1,051.8% | +622.7% |
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