+61.0%
AA vs ACM
-45.8%
+106.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | -3.7% | +3.0% | 0.0% |
| 30D | +5.0% | -11.1% | +16.1% | +7.4% |
| 3M | -35.8% | -8.0% | -27.8% | -34.9% |
| 6M | -18.4% | -29.7% | +11.3% | -10.6% |
| YTD | -5.5% | -29.4% | +23.9% | +2.8% |
| 1Y | +61.0% | -46.4% | +107.4% | +97.0% |
| All | +61.0% | -45.8% | +106.7% | +97.0% |
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 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