+2,368.0%
ACN vs SAN
+461.9%
+1,906.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.5% | -4.1% |
| 7D | -2.5% | +8.7% | -11.2% | -4.9% |
| 30D | +22.6% | -6.5% | +29.1% | +24.5% |
| 3M | +45.9% | -14.2% | +60.1% | +51.3% |
| 6M | +43.8% | +2.7% | +41.1% | +40.5% |
| YTD | -2.5% | +8.9% | -11.3% | -7.2% |
| 1Y | +6.5% | +23.4% | -16.9% | -2.5% |
| 3Y | -14.2% | +257.9% | -272.1% | -44.4% |
| 5Y | -24.4% | +297.8% | -322.2% | -53.9% |
| 10Y | +156.3% | +259.6% | -103.3% | +49.7% |
| All | +2,368.0% | +461.9% | +1,906.2% | +786.0% |
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