+95.0%
AMT vs SAN
+338.5%
-243.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.2% | +3.3% | -3.5% | -0.7% |
| 30D | +1.8% | +1.1% | +0.8% | +1.6% |
| 3M | -6.2% | +22.2% | -28.4% | -9.6% |
| 6M | -5.0% | +36.0% | -41.0% | -10.3% |
| YTD | +2.1% | +28.2% | -26.2% | -3.1% |
| 1Y | -5.7% | +54.1% | -59.9% | -13.6% |
| 3Y | +7.9% | +354.2% | -346.3% | -20.6% |
| 5Y | -32.3% | +387.3% | -419.6% | -52.1% |
| 10Y | +95.0% | +334.8% | -239.8% | +26.4% |
| All | +95.0% | +338.5% | -243.5% | +26.4% |
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