+67.8%
SAP vs ACM
-9.4%
+77.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.5% | +3.0% | -5.5% | -3.5% |
| 30D | +7.5% | +19.7% | -12.2% | +1.0% |
| 3M | +11.6% | +5.3% | +6.3% | +9.2% |
| 6M | +37.6% | -10.8% | +48.4% | +41.3% |
| YTD | -2.0% | -25.1% | +23.1% | +5.9% |
| 1Y | -6.4% | -45.8% | +39.4% | +13.3% |
| All | +67.8% | -9.4% | +77.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling