+133.7%
AMT vs SAN
+255.1%
-121.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.6% | +10.8% | -9.1% | -0.1% |
| 30D | +4.5% | -5.7% | +10.2% | +5.3% |
| 3M | +13.8% | -13.4% | +27.2% | +16.3% |
| 6M | +10.0% | +3.5% | +6.5% | +8.8% |
| YTD | +11.8% | +9.7% | +2.0% | +8.7% |
| 1Y | +10.2% | +20.9% | -10.6% | +5.3% |
| 3Y | +15.1% | +254.3% | -239.1% | -11.5% |
| 5Y | -18.8% | +304.2% | -323.1% | -40.7% |
| 10Y | +133.7% | +260.2% | -126.5% | +62.4% |
| All | +133.7% | +255.1% | -121.4% | +62.4% |
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