+229.3%
SAP vs ACGL
+329.5%
-100.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | +7.5% | +12.4% | -4.9% | +3.2% |
| 3M | +11.6% | +11.1% | +0.5% | +7.6% |
| 6M | +37.6% | +16.3% | +21.3% | +30.6% |
| YTD | -2.0% | +13.8% | -15.8% | -6.7% |
| 1Y | -6.4% | +20.4% | -26.8% | -12.7% |
| 3Y | +67.7% | +33.6% | +34.1% | +47.2% |
| 5Y | +75.7% | +176.8% | -101.1% | +12.4% |
| 10Y | +229.3% | +324.6% | -95.2% | +83.0% |
| All | +229.3% | +329.5% | -100.1% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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