+2,408.2%
ACN vs SAP
+880.4%
+1,527.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.3% |
| 7D | +1.6% | +1.5% | +0.1% | +0.8% |
| 30D | +24.6% | +8.8% | +15.8% | +20.0% |
| 3M | +46.2% | +12.1% | +34.1% | +39.1% |
| 6M | +46.2% | +34.6% | +11.6% | +28.7% |
| YTD | -0.9% | -2.1% | +1.2% | -0.3% |
| 1Y | +8.8% | -5.5% | +14.3% | +11.1% |
| 3Y | -14.3% | +67.4% | -81.7% | -33.5% |
| 5Y | -22.6% | +74.6% | -97.2% | -41.8% |
| 10Y | +153.7% | +224.0% | -70.3% | +41.6% |
| All | +2,408.2% | +880.4% | +1,527.8% | +607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling