-20.3%
AMT vs SAN
+267.8%
-288.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.3% |
| 7D | +0.5% | +4.9% | -4.4% | -0.2% |
| 30D | +13.6% | -13.0% | +26.6% | +15.9% |
| 3M | +11.5% | -18.9% | +30.3% | +14.8% |
| 6M | +6.9% | -4.1% | +11.1% | +6.9% |
| YTD | +10.8% | +2.6% | +8.2% | +8.9% |
| 1Y | +10.3% | +16.9% | -6.6% | +5.7% |
| 3Y | +12.4% | +239.1% | -226.6% | -15.5% |
| All | -20.3% | +267.8% | -288.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling