+30.0%
A vs ACM
-21.7%
+51.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.9% | -3.7% | +1.8% | -0.7% |
| 30D | +6.9% | -11.1% | +18.0% | +10.7% |
| 3M | +9.2% | -8.0% | +17.2% | +11.5% |
| 6M | +25.7% | -29.7% | +55.3% | +42.1% |
| YTD | +11.5% | -29.4% | +40.9% | +24.7% |
| 1Y | +18.4% | -46.4% | +64.8% | +49.8% |
| All | +30.0% | -21.7% | +51.7% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling