+564.1%
AMZN vs SAN
+329.5%
+234.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -9.2% | -0.1% | -9.2% | -9.2% |
| 3M | +3.4% | +19.6% | -16.3% | -1.4% |
| 6M | +18.2% | +32.7% | -14.5% | +9.6% |
| YTD | +9.3% | +26.7% | -17.3% | +2.2% |
| 1Y | +5.9% | +51.6% | -45.7% | -5.6% |
| 3Y | +82.6% | +348.7% | -266.1% | +22.5% |
| 5Y | +44.9% | +378.7% | -333.8% | -6.7% |
| 10Y | +564.1% | +336.9% | +227.2% | +332.0% |
| All | +564.1% | +329.5% | +234.5% | +332.0% |
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 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