+132.8%
AMAT vs SAN
+243.2%
-110.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.4% |
| 7D | -24.3% | +3.5% | -27.8% | -25.5% |
| 30D | -39.8% | -13.2% | -26.6% | -35.9% |
| 3M | -40.2% | -16.9% | -23.2% | -35.2% |
| 6M | -22.1% | +2.3% | -24.5% | -23.3% |
| YTD | +24.7% | +4.9% | +19.7% | +21.0% |
| 1Y | +33.3% | +20.4% | +12.8% | +22.8% |
| All | +132.8% | +243.2% | -110.4% | +63.0% |
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