-98.9%
AMC vs SAN
+347.3%
-446.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +2.3% | +1.8% | +0.5% | +1.5% |
| 30D | -0.7% | +2.0% | -2.7% | -1.6% |
| 3M | +35.2% | +19.7% | +15.5% | +24.2% |
| 6M | +124.6% | +30.6% | +93.9% | +100.1% |
| YTD | +69.9% | +28.8% | +41.0% | +51.3% |
| 1Y | -2.6% | +57.8% | -60.3% | -20.7% |
| 3Y | -79.8% | +338.1% | -417.9% | -89.6% |
| 5Y | -99.4% | +384.2% | -483.6% | -99.7% |
| All | -98.9% | +347.3% | -446.2% | -99.5% |
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 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