+119.6%
AMDL vs SAN
+204.7%
-85.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.6% | +15.0% | +15.0% |
| 7D | +18.5% | +3.4% | +15.1% | +15.0% |
| 30D | -24.2% | -6.3% | -18.0% | -18.3% |
| 3M | +11.5% | -14.1% | +25.6% | +32.1% |
| 6M | -1.0% | +4.2% | -5.2% | -2.1% |
| YTD | +260.3% | +9.0% | +251.2% | +239.9% |
| 1Y | +178.2% | +18.8% | +159.4% | +142.8% |
| All | +119.6% | +204.7% | -85.1% | +1.6% |
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