+334.8%
SAN vs ACM
+128.0%
+206.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | +1.1% | -12.9% | +14.0% | +7.5% |
| 3M | +22.2% | -6.4% | +28.6% | +24.6% |
| 6M | +36.0% | -29.2% | +65.2% | +59.6% |
| YTD | +28.2% | -29.9% | +58.2% | +49.9% |
| 1Y | +54.1% | -47.3% | +101.4% | +107.9% |
| 3Y | +354.2% | -19.6% | +373.9% | +372.1% |
| 5Y | +387.3% | +5.5% | +381.8% | +329.5% |
| 10Y | +334.8% | +129.7% | +205.1% | +175.4% |
| All | +334.8% | +128.0% | +206.9% | +175.4% |
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