+344.0%
SAN vs ACM
-21.7%
+365.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.8% | -3.7% | +5.5% | +2.9% |
| 30D | +2.0% | -11.1% | +13.1% | +5.4% |
| 3M | +19.7% | -8.0% | +27.7% | +22.1% |
| 6M | +30.6% | -29.7% | +60.3% | +45.7% |
| YTD | +28.8% | -29.4% | +58.2% | +42.8% |
| 1Y | +57.8% | -46.4% | +104.2% | +91.7% |
| All | +344.0% | -21.7% | +365.7% | +338.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling