+528.2%
AMKR vs SAN
+357.1%
+171.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.2% | +3.1% |
| 7D | +8.3% | +0.2% | +8.1% | +8.2% |
| 30D | -6.8% | +0.9% | -7.7% | -7.3% |
| 3M | -31.9% | +19.1% | -51.1% | -38.4% |
| 6M | +18.4% | +33.2% | -14.8% | +1.0% |
| YTD | +31.7% | +29.1% | +2.6% | +13.9% |
| 1Y | +105.2% | +50.2% | +55.0% | +63.2% |
| 3Y | +147.7% | +351.0% | -203.3% | +3.6% |
| 5Y | +99.4% | +394.7% | -295.3% | -23.9% |
| All | +528.2% | +357.1% | +171.1% | +144.3% |
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