+45.8%
AMZN vs SAN
+381.9%
-336.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.8% | +3.3% | -2.5% | -0.3% |
| 30D | -6.4% | +1.1% | -7.5% | -6.8% |
| 3M | +4.8% | +22.2% | -17.4% | -2.4% |
| 6M | +20.5% | +36.0% | -15.5% | +7.8% |
| YTD | +11.3% | +28.2% | -16.9% | +0.9% |
| 1Y | +9.0% | +54.1% | -45.2% | -7.7% |
| 3Y | +85.9% | +354.2% | -268.3% | +3.3% |
| 5Y | +45.8% | +387.3% | -341.5% | -27.8% |
| All | +45.8% | +381.9% | -336.2% | -27.8% |
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