+11,477.5%
AMD vs SAN
+2,116.5%
+9,361.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +2.6% | +1.8% | +0.8% | +1.7% |
| 30D | -0.9% | +2.0% | -2.9% | -1.9% |
| 3M | -8.7% | +19.7% | -28.4% | -15.6% |
| 6M | +136.3% | +30.6% | +105.7% | +110.5% |
| YTD | +123.0% | +28.8% | +94.1% | +98.6% |
| 1Y | +195.2% | +57.8% | +137.4% | +139.3% |
| 3Y | +336.3% | +338.1% | -1.8% | +118.3% |
| 5Y | +334.5% | +384.2% | -49.7% | +102.7% |
| 10Y | +6,259.1% | +353.1% | +5,906.0% | +2,635.2% |
| All | +11,477.5% | +2,116.5% | +9,361.0% | +2,800.8% |
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 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