+2,542.1%
SAP vs ACGL
+4,883.4%
-2,341.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.0% | +6.4% | -2.3% | +2.3% |
| 30D | +15.7% | +16.6% | -0.9% | +10.9% |
| 3M | +23.4% | +11.6% | +11.8% | +19.7% |
| 6M | +41.3% | +17.5% | +23.8% | +35.1% |
| YTD | +2.0% | +15.3% | -13.3% | -2.3% |
| 1Y | -5.1% | +26.3% | -31.4% | -11.4% |
| 3Y | +82.1% | +35.9% | +46.2% | +64.1% |
| 5Y | +77.2% | +168.2% | -91.0% | +29.8% |
| 10Y | +233.6% | +352.0% | -118.3% | +106.8% |
| All | +2,542.1% | +4,883.4% | -2,341.3% | +950.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling