+88.7%
ACN vs SAP
+173.6%
-84.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | -4.8% | -0.3% | -4.6% | -4.6% |
| 30D | +1.9% | +2.6% | -0.7% | +0.5% |
| 3M | +3.9% | +16.3% | -12.4% | -4.1% |
| 6M | -15.0% | +6.4% | -21.4% | -17.9% |
| YTD | -31.9% | -11.4% | -20.5% | -28.5% |
| 1Y | -28.5% | -20.4% | -8.1% | -20.8% |
| 3Y | -41.9% | +56.5% | -98.4% | -56.3% |
| 5Y | -42.9% | +56.8% | -99.6% | -58.3% |
| 10Y | +88.7% | +176.2% | -87.5% | -0.9% |
| All | +88.7% | +173.6% | -84.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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