+15.6%
SPGI vs ACM
+4.1%
+11.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.4% | +3.0% | -4.4% | -2.4% |
| 30D | +15.3% | +19.7% | -4.4% | +8.5% |
| 3M | +16.5% | +5.3% | +11.2% | +14.0% |
| 6M | +19.8% | -10.8% | +30.6% | +23.1% |
| YTD | -3.2% | -25.1% | +21.8% | +5.3% |
| 1Y | +1.8% | -45.8% | +47.6% | +26.5% |
| 3Y | +30.6% | -9.4% | +40.0% | +21.6% |
| All | +15.6% | +4.1% | +11.5% | -2.5% |
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 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