+1,697.2%
ACN vs SAP
+802.2%
+895.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.2% |
| 30D | +9.4% | +9.0% | +0.4% | +5.1% |
| 3M | +5.6% | +14.9% | -9.3% | -0.5% |
| 6M | -9.3% | +11.9% | -21.2% | -13.5% |
| YTD | -29.0% | -9.9% | -19.1% | -26.0% |
| 1Y | -24.7% | -19.5% | -5.1% | -17.5% |
| 3Y | -39.8% | +61.8% | -101.6% | -52.8% |
| 5Y | -40.9% | +56.2% | -97.1% | -53.5% |
| 10Y | +91.1% | +180.6% | -89.5% | +13.2% |
| All | +1,697.2% | +802.2% | +895.0% | +425.5% |
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