-14.7%
AMRZ vs SAN
+16.7%
-31.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | +1.2% | +4.9% | -3.7% | -1.0% |
| 30D | +15.1% | -13.0% | +28.0% | +22.6% |
| 3M | -18.1% | -18.9% | +0.8% | -9.7% |
| 6M | -23.5% | -4.1% | -19.3% | -22.4% |
| YTD | -21.6% | +2.6% | -24.2% | -25.7% |
| 1Y | -14.7% | +16.9% | -31.7% | -22.2% |
| All | -14.7% | +16.7% | -31.5% | -22.2% |
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