+56.4%
SAP vs ACM
+5.0%
+51.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | -3.7% | +0.8% | -1.5% |
| 30D | +9.0% | -11.1% | +20.1% | +13.5% |
| 3M | +14.9% | -8.0% | +22.9% | +18.0% |
| 6M | +11.9% | -29.7% | +41.6% | +26.7% |
| YTD | -9.9% | -29.4% | +19.5% | +1.2% |
| 1Y | -19.5% | -46.4% | +26.9% | +0.5% |
| 3Y | +61.8% | -22.3% | +84.2% | +68.0% |
| All | +56.4% | +5.0% | +51.4% | +39.8% |
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