-20.2%
AMRZ vs SAN
+59.0%
-79.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | -2.1% | +4.0% | -6.1% | -3.9% |
| 30D | +13.0% | -7.8% | +20.8% | +16.8% |
| 3M | -12.1% | -16.4% | +4.3% | -4.9% |
| 6M | -19.1% | +3.5% | -22.7% | -20.8% |
| YTD | -23.3% | +6.7% | -29.9% | -27.3% |
| 1Y | -16.6% | +14.5% | -31.1% | -23.1% |
| All | -20.2% | +59.0% | -79.2% | -34.8% |
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