+9,703.6%
AMD vs SAN
+1,705.1%
+7,998.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.8% | -17.0% |
| 7D | -28.6% | +3.5% | -32.1% | -29.7% |
| 30D | -37.7% | -13.2% | -24.5% | -33.7% |
| 3M | -16.1% | -16.9% | +0.8% | -9.1% |
| 6M | +13.8% | +2.3% | +11.5% | +13.0% |
| YTD | +88.8% | +4.9% | +83.9% | +84.0% |
| 1Y | +57.8% | +20.4% | +37.3% | +44.5% |
| 3Y | +260.3% | +243.2% | +17.1% | +101.1% |
| 5Y | +196.6% | +275.3% | -78.7% | +55.5% |
| 10Y | +6,064.6% | +254.0% | +5,810.6% | +2,868.2% |
| All | +9,703.6% | +1,705.1% | +7,998.6% | +2,587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling