-13.5%
AMT vs SAN
+294.0%
-307.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.5% | +4.0% | -2.5% | +0.9% |
| 30D | +6.8% | -7.8% | +14.6% | +8.0% |
| 3M | +11.2% | -16.4% | +27.6% | +14.0% |
| 6M | +12.5% | +3.5% | +8.9% | +11.1% |
| YTD | +12.5% | +6.7% | +5.8% | +9.8% |
| 1Y | +10.1% | +14.5% | -4.4% | +6.0% |
| 3Y | +16.0% | +243.5% | -227.5% | -12.7% |
| All | -13.5% | +294.0% | -307.5% | -40.0% |
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