+7.0%
ACN vs SAP
-4.0%
+11.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.6% |
| 7D | -2.5% | +1.6% | -4.1% | -3.8% |
| 30D | +22.6% | +10.5% | +12.1% | +14.0% |
| 3M | +45.9% | +15.2% | +30.8% | +31.9% |
| 6M | +43.8% | +36.7% | +7.1% | +15.1% |
| YTD | -2.5% | -0.6% | -1.9% | -14.3% |
| All | +7.0% | -4.0% | +11.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling