+84.5%
AME vs SAN
+381.6%
-297.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | +1.8% | -1.2% | +0.2% |
| 30D | -6.7% | +2.0% | -8.7% | -7.2% |
| 3M | +4.1% | +19.7% | -15.7% | -0.7% |
| 6M | +1.6% | +30.6% | -29.1% | -5.3% |
| YTD | +16.1% | +28.8% | -12.7% | +8.1% |
| 1Y | +27.3% | +57.8% | -30.4% | +12.5% |
| 3Y | +50.9% | +338.1% | -287.3% | +1.9% |
| All | +84.5% | +381.6% | -297.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling