-98.7%
AMC vs SAN
+275.0%
-373.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | -2.8% | +3.4% | -6.2% | -4.2% |
| 30D | +14.0% | -6.3% | +20.3% | +17.2% |
| 3M | +42.5% | -14.1% | +56.6% | +52.0% |
| 6M | +142.6% | +4.2% | +138.4% | +137.0% |
| YTD | +119.2% | +9.0% | +110.2% | +109.4% |
| 1Y | +40.7% | +18.8% | +22.0% | +29.5% |
| 3Y | -57.3% | +252.0% | -309.3% | -76.3% |
| 5Y | -99.1% | +299.5% | -398.6% | -99.6% |
| 10Y | -98.7% | +276.7% | -375.4% | -99.4% |
| All | -98.7% | +275.0% | -373.7% | -99.4% |
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