+863.9%
SPGI vs ACM
+230.8%
+633.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +0.1% | -3.7% | +3.9% | +1.6% |
| 30D | +8.4% | -11.1% | +19.5% | +12.8% |
| 3M | +11.8% | -8.0% | +19.8% | +14.4% |
| 6M | +5.7% | -29.7% | +35.4% | +19.3% |
| YTD | -9.7% | -29.4% | +19.7% | +1.1% |
| 1Y | -12.5% | -46.4% | +34.0% | +8.4% |
| 3Y | +21.8% | -22.3% | +44.2% | +27.9% |
| 5Y | +8.2% | +4.5% | +3.7% | -0.3% |
| 10Y | +309.5% | +127.6% | +181.9% | +154.7% |
| All | +863.9% | +230.8% | +633.1% | +308.0% |
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