+70.8%
SAP vs ACM
-2.7%
+73.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -0.7% | +5.4% | -6.0% | -2.7% |
| 30D | +11.1% | +15.1% | -4.0% | +5.1% |
| 3M | +17.0% | -10.5% | +27.5% | +21.4% |
| 6M | +34.8% | -19.7% | +54.5% | +45.2% |
| YTD | -2.2% | -28.8% | +26.6% | +9.5% |
| 1Y | -6.4% | -47.9% | +41.4% | +18.9% |
| 3Y | +75.1% | -12.4% | +87.5% | +71.1% |
| All | +70.8% | -2.7% | +73.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling