+95.5%
AMD vs SAN
+23.5%
+72.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -3.2% |
| 7D | -15.5% | +4.5% | -20.0% | -18.0% |
| 30D | -22.6% | -12.1% | -10.5% | -15.5% |
| 3M | -5.7% | -15.6% | +9.8% | +5.4% |
| 6M | +43.1% | +5.8% | +37.3% | +39.1% |
| YTD | +128.2% | +5.5% | +122.8% | +109.7% |
| 1Y | +95.5% | +23.6% | +71.9% | +53.4% |
| All | +95.5% | +23.5% | +72.0% | +53.4% |
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 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