+74.2%
AA vs ACM
-23.7%
+97.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -3.9% |
| 7D | -5.4% | -5.9% | +0.5% | -2.4% |
| 30D | -10.7% | -6.2% | -4.5% | -8.2% |
| 3M | -26.2% | -7.9% | -18.3% | -24.4% |
| 6M | -20.9% | -30.6% | +9.7% | -4.7% |
| YTD | -8.6% | -33.3% | +24.6% | +11.4% |
| 1Y | +57.4% | -49.2% | +106.6% | +136.5% |
| All | +74.2% | -23.7% | +97.9% | +74.7% |
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 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