-12.0%
A vs ACM
+5.0%
-17.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.9% | -3.7% | +1.8% | -0.4% |
| 30D | +6.9% | -11.1% | +18.0% | +11.6% |
| 3M | +9.2% | -8.0% | +17.2% | +12.0% |
| 6M | +25.7% | -29.7% | +55.3% | +45.2% |
| YTD | +11.5% | -29.4% | +40.9% | +27.2% |
| 1Y | +18.4% | -46.4% | +64.8% | +54.6% |
| 3Y | +26.6% | -22.3% | +49.0% | +32.0% |
| All | -12.0% | +5.0% | -17.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling