+1,431.6%
AMT vs SAN
+342.3%
+1,089.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.0% |
| 7D | +0.5% | +4.9% | -4.4% | -0.9% |
| 30D | +13.6% | -13.0% | +26.6% | +18.2% |
| 3M | +11.5% | -18.9% | +30.3% | +18.3% |
| 6M | +6.9% | -4.1% | +11.1% | +7.1% |
| YTD | +10.8% | +2.6% | +8.2% | +7.5% |
| 1Y | +10.3% | +16.9% | -6.6% | +2.6% |
| 3Y | +12.4% | +239.1% | -226.6% | -27.2% |
| 5Y | -20.1% | +266.8% | -286.9% | -51.4% |
| 10Y | +116.8% | +246.0% | -129.2% | +20.2% |
| All | +1,431.6% | +342.3% | +1,089.3% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling