+263,909.3%
AMZN vs SAN
+845.7%
+263,063.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.0% | +1.8% | -4.7% | -3.6% |
| 30D | -5.2% | +2.0% | -7.2% | -5.9% |
| 3M | +1.9% | +19.7% | -17.9% | -4.7% |
| 6M | +19.2% | +30.6% | -11.4% | +7.7% |
| YTD | +12.0% | +28.8% | -16.9% | +1.0% |
| 1Y | +9.7% | +57.8% | -48.1% | -8.2% |
| 3Y | +87.2% | +338.1% | -251.0% | +5.5% |
| 5Y | +48.7% | +384.2% | -335.6% | -21.5% |
| 10Y | +569.3% | +353.1% | +216.2% | +221.9% |
| All | +263,909.3% | +845.7% | +263,063.7% | +59,785.8% |
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 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