+928.8%
SPGI vs ACM
+252.7%
+676.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.6% | +6.6% | -5.0% | -1.0% |
| 30D | +16.1% | +19.8% | -3.7% | +8.2% |
| 3M | +15.5% | -3.1% | +18.6% | +16.1% |
| 6M | +19.6% | -11.5% | +31.2% | +23.4% |
| YTD | -3.6% | -24.7% | +21.1% | +5.0% |
| 1Y | +2.2% | -45.1% | +47.3% | +25.6% |
| 3Y | +30.1% | -8.9% | +39.0% | +28.0% |
| 5Y | +14.9% | +5.4% | +9.5% | +5.8% |
| 10Y | +334.0% | +131.1% | +202.9% | +169.5% |
| All | +928.8% | +252.7% | +676.0% | +323.9% |
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