+133.5%
AMT vs SAN
+275.0%
-141.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | +4.2% | -6.3% | +10.5% | +5.2% |
| 3M | +13.4% | -14.1% | +27.5% | +16.0% |
| 6M | +9.4% | +4.2% | +5.2% | +8.0% |
| YTD | +11.7% | +9.0% | +2.6% | +8.7% |
| 1Y | +7.1% | +18.8% | -11.6% | +2.6% |
| 3Y | +15.1% | +252.0% | -237.0% | -11.5% |
| 5Y | -17.9% | +299.5% | -317.3% | -39.9% |
| 10Y | +133.5% | +276.7% | -143.1% | +63.9% |
| All | +133.5% | +275.0% | -141.5% | +63.9% |
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