+126.1%
AMD vs SAN
+13.0%
+113.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.8% | +8.7% | +7.7% |
| 7D | +44.7% | +1.0% | +43.7% | +43.5% |
| 30D | -3.3% | -9.4% | +6.0% | +3.0% |
| 3M | +21.2% | -17.1% | +38.3% | +37.0% |
| 6M | +30.6% | +2.2% | +28.4% | +28.4% |
| YTD | +173.3% | +6.0% | +167.3% | +153.4% |
| 1Y | +126.1% | +12.7% | +113.4% | +102.8% |
| All | +126.1% | +13.0% | +113.1% | +102.8% |
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