+236.6%
SAP vs ACM
+132.6%
+104.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.6% | +5.6% | -5.0% | -1.4% |
| 30D | +6.5% | +20.8% | -14.3% | -0.8% |
| 3M | +12.2% | +11.4% | +0.8% | +7.5% |
| 6M | +46.1% | +0.9% | +45.1% | +44.5% |
| YTD | -1.6% | -24.8% | +23.2% | +7.4% |
| 1Y | -5.1% | -46.4% | +41.3% | +17.1% |
| 3Y | +68.4% | -9.2% | +77.6% | +67.7% |
| 5Y | +79.4% | +5.0% | +74.4% | +67.1% |
| All | +236.6% | +132.6% | +104.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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