+43.3%
AMAT vs SAN
+16.7%
+26.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.5% |
| 7D | -14.7% | +4.9% | -19.6% | -17.4% |
| 30D | -36.1% | -13.0% | -23.1% | -30.7% |
| 3M | -36.9% | -18.9% | -18.0% | -28.7% |
| 6M | -22.2% | -4.1% | -18.0% | -21.7% |
| YTD | +29.9% | +2.6% | +27.4% | +23.3% |
| 1Y | +43.3% | +16.9% | +26.3% | +21.9% |
| All | +43.3% | +16.7% | +26.6% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling