+563.2%
A vs ACM
+230.8%
+332.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +9.2% | -8.0% | +17.2% | +11.9% |
| 6M | +25.7% | -29.7% | +55.3% | +43.0% |
| YTD | +11.5% | -29.4% | +40.9% | +25.7% |
| 1Y | +18.4% | -46.4% | +64.8% | +48.8% |
| 3Y | +26.6% | -22.3% | +49.0% | +35.1% |
| 5Y | -12.8% | +4.5% | -17.3% | -18.4% |
| 10Y | +247.2% | +127.6% | +119.5% | +114.3% |
| All | +563.2% | +230.8% | +332.4% | +215.7% |
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 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