+1,697.2%
ACN vs SAN
+565.0%
+1,132.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.0% |
| 30D | +9.4% | +2.0% | +7.4% | +8.7% |
| 3M | +5.6% | +19.7% | -14.1% | -0.4% |
| 6M | -9.3% | +30.6% | -39.9% | -17.2% |
| YTD | -29.0% | +28.8% | -57.8% | -35.2% |
| 1Y | -24.7% | +57.8% | -82.4% | -35.4% |
| 3Y | -39.8% | +338.1% | -378.0% | -63.0% |
| 5Y | -40.9% | +384.2% | -425.1% | -65.8% |
| 10Y | +91.1% | +353.1% | -262.0% | +4.8% |
| All | +1,697.2% | +565.0% | +1,132.2% | +519.2% |
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 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