+96,674.4%
AMAT vs SAN
+1,705.1%
+94,969.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.3% |
| 3M | -40.2% | -16.9% | -23.2% | -35.8% |
| 6M | -22.1% | +2.3% | -24.5% | -23.2% |
| YTD | +24.7% | +4.9% | +19.7% | +21.2% |
| 1Y | +33.3% | +20.4% | +12.8% | +22.3% |
| 3Y | +133.9% | +243.2% | -109.3% | +35.0% |
| 5Y | +117.1% | +275.3% | -158.2% | +17.7% |
| 10Y | +1,158.7% | +254.0% | +904.7% | +558.2% |
| All | +96,674.4% | +1,705.1% | +94,969.3% | +26,233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling