+6,406.4%
AMD vs SAN
+345.3%
+6,061.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | +2.6% | +1.8% | +0.8% | +1.8% |
| 30D | -0.9% | +2.0% | -2.9% | -1.8% |
| 3M | -8.7% | +19.7% | -28.4% | -15.1% |
| 6M | +136.3% | +30.6% | +105.7% | +112.3% |
| YTD | +123.0% | +28.8% | +94.1% | +100.4% |
| 1Y | +195.2% | +57.8% | +137.4% | +143.9% |
| 3Y | +336.3% | +338.1% | -1.8% | +136.4% |
| 5Y | +334.5% | +384.2% | -49.7% | +119.9% |
| All | +6,406.4% | +345.3% | +6,061.1% | +3,380.9% |
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