+100.3%
SAN vs ACM
+233.3%
-133.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | +5.4% | -0.5% | +2.0% |
| 30D | -13.0% | +15.1% | -28.1% | -19.5% |
| 3M | -18.9% | -10.5% | -8.4% | -15.0% |
| 6M | -4.1% | -19.7% | +15.6% | +5.3% |
| YTD | +2.6% | -28.8% | +31.4% | +19.4% |
| 1Y | +16.9% | -47.9% | +64.8% | +60.7% |
| 3Y | +239.1% | -12.4% | +251.4% | +238.5% |
| 5Y | +266.8% | +0.6% | +266.3% | +235.6% |
| 10Y | +246.0% | +161.3% | +84.8% | +71.9% |
| All | +100.3% | +233.3% | -133.0% | -18.5% |
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