-58.9%
AMC vs SAN
+247.1%
-306.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +3.5% | +4.0% | -0.5% | +2.0% |
| 30D | +12.5% | -7.8% | +20.3% | +15.8% |
| 3M | +23.6% | -16.4% | +39.9% | +31.9% |
| 6M | +144.4% | +3.5% | +140.8% | +138.6% |
| YTD | +108.3% | +6.7% | +101.7% | +101.1% |
| 1Y | +38.9% | +14.5% | +24.4% | +31.1% |
| 3Y | -58.9% | +243.5% | -302.4% | -74.8% |
| All | -58.9% | +247.1% | -306.0% | -74.8% |
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