+1,496.3%
SAN vs ACGL
+5,005.0%
-3,508.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.5% | +6.4% | -2.9% | +0.9% |
| 30D | -13.2% | +16.6% | -29.8% | -18.6% |
| 3M | -16.9% | +11.6% | -28.5% | -20.8% |
| 6M | +2.3% | +17.5% | -15.1% | -4.9% |
| YTD | +4.9% | +15.3% | -10.3% | -2.3% |
| 1Y | +20.4% | +26.3% | -5.9% | +8.0% |
| 3Y | +243.2% | +35.9% | +207.3% | +191.2% |
| 5Y | +275.3% | +168.2% | +107.1% | +136.8% |
| 10Y | +254.0% | +352.0% | -98.0% | +82.4% |
| All | +1,496.3% | +5,005.0% | -3,508.7% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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