+428.5%
AME vs SAN
+329.5%
+99.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | +3.0% | +19.6% | -16.7% | -3.5% |
| 6M | +5.3% | +32.7% | -27.4% | -5.0% |
| YTD | +15.4% | +26.7% | -11.3% | +5.1% |
| 1Y | +26.8% | +51.6% | -24.8% | +8.1% |
| 3Y | +56.5% | +348.7% | -292.2% | -12.3% |
| 5Y | +85.2% | +378.7% | -293.5% | -3.3% |
| 10Y | +428.5% | +336.9% | +91.6% | +157.7% |
| All | +428.5% | +329.5% | +99.0% | +157.7% |
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