+440.7%
AME vs SAN
+270.1%
+170.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +5.9% | +4.0% | +1.9% | +4.4% |
| 30D | -1.9% | -7.8% | +5.9% | +0.5% |
| 3M | -5.4% | -16.4% | +11.0% | +0.1% |
| 6M | +4.9% | +3.5% | +1.4% | +2.8% |
| YTD | +18.5% | +6.7% | +11.8% | +13.8% |
| 1Y | +25.5% | +14.5% | +11.0% | +17.5% |
| 3Y | +63.0% | +243.5% | -180.5% | 0.0% |
| 5Y | +78.3% | +296.2% | -217.9% | -0.8% |
| All | +440.7% | +270.1% | +170.6% | +173.5% |
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 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