+585.0%
SAP vs ACM
+233.3%
+351.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -0.7% | +5.4% | -6.0% | -2.5% |
| 30D | +11.1% | +15.1% | -4.0% | +5.7% |
| 3M | +17.0% | -10.5% | +27.5% | +20.9% |
| 6M | +34.8% | -19.7% | +54.5% | +44.2% |
| YTD | -2.2% | -28.8% | +26.6% | +8.4% |
| 1Y | -6.4% | -47.9% | +41.4% | +15.2% |
| 3Y | +75.1% | -12.4% | +87.5% | +77.7% |
| 5Y | +69.8% | +0.6% | +69.3% | +62.6% |
| 10Y | +219.8% | +161.3% | +58.6% | +105.1% |
| All | +585.0% | +233.3% | +351.6% | +237.6% |
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