+82.7%
SAP vs ACGL
+35.5%
+47.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.0% | +6.4% | -2.3% | +2.7% |
| 30D | +15.7% | +16.6% | -0.9% | +12.0% |
| 3M | +23.4% | +11.6% | +11.8% | +20.5% |
| 6M | +41.3% | +17.5% | +23.8% | +37.0% |
| YTD | +2.0% | +15.3% | -13.3% | -1.1% |
| 1Y | -5.1% | +26.3% | -31.4% | -9.6% |
| All | +82.7% | +35.5% | +47.2% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling