+6,351.7%
AMD vs SAN
+236.7%
+6,115.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +12.0% |
| 7D | -11.0% | +4.9% | -16.0% | -13.1% |
| 30D | -30.5% | -13.0% | -17.5% | -26.4% |
| 3M | -8.2% | -18.9% | +10.6% | -0.1% |
| 6M | +6.6% | -4.1% | +10.7% | +8.6% |
| YTD | +109.7% | +2.6% | +107.1% | +106.8% |
| 1Y | +88.9% | +16.9% | +72.0% | +76.8% |
| 3Y | +301.8% | +239.1% | +62.8% | +141.9% |
| 5Y | +229.4% | +266.8% | -37.5% | +86.4% |
| All | +6,351.7% | +236.7% | +6,115.0% | +4,064.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling