+151.6%
SAN vs ACM
+230.8%
-79.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.8% | -3.7% | +5.5% | +3.9% |
| 30D | +2.0% | -11.1% | +13.1% | +7.6% |
| 3M | +19.7% | -8.0% | +27.7% | +23.4% |
| 6M | +30.6% | -29.7% | +60.3% | +55.0% |
| YTD | +28.8% | -29.4% | +58.2% | +51.1% |
| 1Y | +57.8% | -46.4% | +104.2% | +113.5% |
| 3Y | +338.1% | -22.3% | +360.5% | +369.7% |
| 5Y | +384.2% | +4.5% | +379.7% | +333.7% |
| 10Y | +353.1% | +127.6% | +225.5% | +144.0% |
| All | +151.6% | +230.8% | -79.2% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling