+531.1%
SAP vs ACM
+230.8%
+300.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -3.7% | +0.8% | -1.6% |
| 30D | +9.0% | -11.1% | +20.1% | +13.1% |
| 3M | +14.9% | -8.0% | +22.9% | +17.8% |
| 6M | +11.9% | -29.7% | +41.6% | +25.5% |
| YTD | -9.9% | -29.4% | +19.5% | +0.3% |
| 1Y | -19.5% | -46.4% | +26.9% | -1.8% |
| 3Y | +61.8% | -22.3% | +84.2% | +71.2% |
| 5Y | +56.2% | +4.5% | +51.7% | +47.5% |
| 10Y | +180.6% | +127.6% | +53.0% | +89.0% |
| All | +531.1% | +230.8% | +300.4% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling