+142.7%
AMAT vs SAN
+235.5%
-92.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.2% |
| 7D | -14.7% | +4.9% | -19.6% | -16.8% |
| 30D | -36.1% | -13.0% | -23.1% | -32.1% |
| 3M | -36.9% | -18.9% | -18.0% | -31.0% |
| 6M | -22.2% | -4.1% | -18.0% | -21.2% |
| YTD | +29.9% | +2.6% | +27.4% | +27.3% |
| 1Y | +43.3% | +16.9% | +26.3% | +33.6% |
| 3Y | +142.7% | +239.1% | -96.4% | +71.5% |
| All | +142.7% | +235.5% | -92.8% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling