+325.7%
AMGN vs SAN
+270.1%
+55.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.1% | +4.0% | -2.9% | +0.4% |
| 30D | +9.3% | -7.8% | +17.1% | +10.8% |
| 3M | +12.1% | -16.4% | +28.5% | +15.6% |
| 6M | +40.3% | +3.5% | +36.7% | +38.5% |
| YTD | +45.2% | +6.7% | +38.5% | +42.0% |
| 1Y | +42.4% | +14.5% | +27.9% | +37.4% |
| 3Y | +91.0% | +243.5% | -152.5% | +48.9% |
| 5Y | +157.4% | +296.2% | -138.8% | +91.0% |
| All | +325.7% | +270.1% | +55.5% | +232.3% |
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 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