+70.8%
SAP vs ACGL
+159.2%
-88.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.2% | -3.4% |
| 7D | -0.7% | +0.9% | -1.5% | -0.9% |
| 30D | +11.1% | +13.7% | -2.6% | +7.6% |
| 3M | +17.0% | +8.0% | +9.0% | +14.7% |
| 6M | +34.8% | +13.3% | +21.6% | +30.9% |
| YTD | -2.2% | +11.8% | -14.1% | -5.2% |
| 1Y | -6.4% | +22.2% | -28.7% | -11.3% |
| 3Y | +75.1% | +32.5% | +42.7% | +60.0% |
| All | +70.8% | +159.2% | -88.5% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling