-43.8%
ACHR vs SAN
+384.1%
-427.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -4.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.3% |
| 30D | -12.1% | -0.1% | -12.1% | -12.1% |
| 3M | +3.4% | +19.6% | -16.3% | -7.9% |
| 6M | -15.6% | +32.7% | -48.3% | -29.9% |
| YTD | -26.9% | +26.7% | -53.6% | -37.9% |
| 1Y | -34.8% | +51.6% | -86.4% | -50.8% |
| 3Y | -19.2% | +348.7% | -368.0% | -69.3% |
| 5Y | -43.8% | +378.7% | -422.5% | -80.2% |
| All | -43.8% | +384.1% | -427.8% | -80.2% |
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