+1,860.1%
SAN vs ACGL
+4,429.2%
-2,569.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | +2.0% | -1.0% | +3.0% | +2.4% |
| 3M | +19.7% | +11.0% | +8.7% | +14.2% |
| 6M | +30.6% | -0.3% | +31.0% | +29.9% |
| YTD | +28.8% | +2.3% | +26.6% | +26.3% |
| 1Y | +57.8% | +6.4% | +51.4% | +51.9% |
| 3Y | +338.1% | +34.0% | +304.2% | +273.0% |
| 5Y | +384.2% | +161.6% | +222.6% | +209.2% |
| 10Y | +353.1% | +278.6% | +74.6% | +150.6% |
| All | +1,860.1% | +4,429.2% | -2,569.2% | +544.4% |
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