-14.2%
ACN vs SAP
+72.5%
-86.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.3% |
| 7D | -2.5% | +1.6% | -4.1% | -3.5% |
| 30D | +22.6% | +10.5% | +12.1% | +16.1% |
| 3M | +45.9% | +15.2% | +30.8% | +35.4% |
| 6M | +43.8% | +36.7% | +7.1% | +22.1% |
| YTD | -2.5% | -0.6% | -1.9% | -7.6% |
| 1Y | +6.5% | -4.1% | +10.6% | +2.2% |
| 3Y | -14.2% | +73.2% | -87.4% | -32.7% |
| All | -14.2% | +72.5% | -86.7% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling