+22.4%
A vs ACM
-45.8%
+68.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +1.4% | +6.6% | -5.2% | +0.7% |
| 30D | +4.3% | +19.8% | -15.5% | +2.4% |
| 3M | +19.8% | -3.1% | +22.9% | +20.0% |
| 6M | +54.4% | -11.5% | +65.9% | +55.9% |
| YTD | +31.7% | -24.7% | +56.4% | +35.5% |
| 1Y | +22.4% | -45.1% | +67.5% | +24.3% |
| All | +22.4% | -45.8% | +68.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling