+2,427.5%
ACN vs SAN
+429.4%
+1,998.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.1% |
| 7D | +0.9% | +4.9% | -4.0% | -0.5% |
| 30D | +33.5% | -13.0% | +46.5% | +38.5% |
| 3M | +53.5% | -18.9% | +72.3% | +61.9% |
| 6M | +52.2% | -4.1% | +56.4% | +51.9% |
| YTD | -0.1% | +2.6% | -2.7% | -3.3% |
| 1Y | +11.0% | +16.9% | -5.9% | +3.3% |
| 3Y | -11.8% | +239.1% | -250.8% | -41.9% |
| 5Y | -22.8% | +266.8% | -289.6% | -51.7% |
| 10Y | +162.4% | +246.0% | -83.6% | +55.1% |
| All | +2,427.5% | +429.4% | +1,998.1% | +824.0% |
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 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