+18,188.7%
AME vs SAN
+1,664.5%
+16,524.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.2% |
| 7D | -5.2% | +4.9% | -10.1% | -6.7% |
| 30D | -8.0% | -13.0% | +5.0% | -4.4% |
| 3M | -8.9% | -18.9% | +10.0% | -3.5% |
| 6M | -5.0% | -4.1% | -0.8% | -4.4% |
| YTD | +11.9% | +2.6% | +9.3% | +9.5% |
| 1Y | +16.6% | +16.9% | -0.3% | +9.7% |
| 3Y | +62.5% | +239.1% | -176.6% | +8.7% |
| 5Y | +67.6% | +266.8% | -199.2% | +6.1% |
| 10Y | +450.4% | +246.0% | +204.3% | +236.6% |
| All | +18,188.7% | +1,664.5% | +16,524.2% | +7,663.3% |
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