+18,954.1%
AME vs SAN
+1,772.7%
+17,181.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +2.4% |
| 7D | -1.5% | +8.7% | -10.2% | -4.1% |
| 30D | -4.2% | -6.5% | +2.3% | -2.5% |
| 3M | -5.9% | -14.2% | +8.2% | -2.0% |
| 6M | +2.8% | +2.7% | +0.1% | +1.3% |
| YTD | +16.6% | +8.9% | +7.7% | +12.1% |
| 1Y | +22.1% | +23.4% | -1.3% | +13.1% |
| 3Y | +64.7% | +257.9% | -193.3% | +8.5% |
| 5Y | +76.6% | +297.8% | -221.2% | +9.1% |
| 10Y | +443.9% | +259.6% | +184.3% | +228.8% |
| All | +18,954.1% | +1,772.7% | +17,181.4% | +7,847.1% |
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