+259.6%
SAN vs ACM
+147.1%
+112.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.2% | +0.9% | +3.5% |
| 7D | +8.7% | +6.9% | +1.8% | +5.2% |
| 30D | -6.5% | +19.1% | -25.5% | -14.5% |
| 3M | -14.2% | -6.9% | -7.2% | -11.9% |
| 6M | +2.7% | -12.0% | +14.8% | +7.4% |
| YTD | +8.9% | -25.1% | +34.0% | +23.1% |
| 1Y | +23.4% | -45.4% | +68.8% | +64.8% |
| 3Y | +257.9% | -6.9% | +264.9% | +242.4% |
| 5Y | +297.8% | +3.7% | +294.0% | +253.6% |
| 10Y | +259.6% | +135.8% | +123.8% | +109.0% |
| All | +259.6% | +147.1% | +112.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling