+38.2%
AMC vs SAN
+21.7%
+16.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.1% | +4.9% |
| 7D | +6.6% | +8.7% | -2.1% | +2.0% |
| 30D | +14.1% | -6.5% | +20.6% | +17.8% |
| 3M | +31.3% | -14.2% | +45.5% | +41.5% |
| 6M | +126.7% | +2.7% | +123.9% | +115.5% |
| YTD | +117.9% | +8.9% | +109.1% | +95.1% |
| All | +38.2% | +21.7% | +16.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling