-97.7%
AMC vs SAN
+133.1%
-230.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.8% |
| 7D | +2.6% | +4.9% | -2.3% | +0.8% |
| 30D | +9.0% | -13.0% | +22.0% | +15.1% |
| 3M | +22.2% | -18.9% | +41.0% | +32.5% |
| 6M | +91.5% | -4.1% | +95.6% | +93.8% |
| YTD | +101.3% | +2.6% | +98.7% | +97.8% |
| 1Y | +20.8% | +16.9% | +3.8% | +12.7% |
| 3Y | -71.3% | +239.1% | -310.4% | -82.9% |
| 5Y | -99.2% | +266.8% | -366.1% | -99.6% |
| 10Y | -98.7% | +246.0% | -344.7% | -99.3% |
| All | -97.7% | +133.1% | -230.8% | -98.7% |
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