+106.4%
AMCR vs SAN
+407.2%
-300.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.9% | +1.8% | -3.6% | -2.2% |
| 30D | -4.1% | +2.0% | -6.1% | -4.5% |
| 3M | +21.7% | +19.7% | +1.9% | +17.0% |
| 6M | +1.5% | +30.6% | -29.1% | -4.0% |
| YTD | +13.1% | +28.8% | -15.7% | +6.8% |
| 1Y | +16.5% | +57.8% | -41.3% | +5.5% |
| 3Y | +10.3% | +338.1% | -327.9% | -19.6% |
| 5Y | -7.7% | +384.2% | -391.9% | -35.3% |
| 10Y | +24.6% | +353.2% | -328.5% | -17.4% |
| All | +106.4% | +407.2% | -300.8% | +35.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling