+916.7%
SPGI vs ACM
+233.3%
+683.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | +5.4% | -5.1% | -1.8% |
| 30D | +18.4% | +15.1% | +3.3% | +12.1% |
| 3M | +15.7% | -10.5% | +26.2% | +20.0% |
| 6M | +17.3% | -19.7% | +37.0% | +25.7% |
| YTD | -4.7% | -28.8% | +24.1% | +6.2% |
| 1Y | +1.8% | -47.9% | +49.7% | +27.8% |
| 3Y | +31.7% | -12.4% | +44.1% | +31.6% |
| 5Y | +12.1% | +0.6% | +11.5% | +5.1% |
| 10Y | +341.9% | +161.3% | +180.7% | +160.0% |
| All | +916.7% | +233.3% | +683.3% | +328.5% |
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