-12.3%
AMRZ vs SAN
+23.5%
-35.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +2.1% |
| 7D | +10.3% | +4.5% | +5.8% | +8.0% |
| 30D | +18.7% | -12.1% | +30.8% | +25.8% |
| 3M | -14.6% | -15.6% | +0.9% | -7.8% |
| 6M | -12.9% | +5.8% | -18.7% | -15.4% |
| YTD | -17.4% | +5.5% | -22.8% | -22.6% |
| 1Y | -12.3% | +23.6% | -35.9% | -21.5% |
| All | -12.3% | +23.5% | -35.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling