+57.2%
AA vs ACM
-12.3%
+69.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.9% | +5.4% | -4.5% | -1.5% |
| 30D | -6.7% | +15.1% | -21.8% | -12.7% |
| 3M | -16.3% | -10.5% | -5.9% | -12.4% |
| 6M | -37.1% | -19.7% | -17.4% | -30.5% |
| YTD | -25.0% | -28.8% | +3.8% | -12.1% |
| 1Y | +8.6% | -47.9% | +56.4% | +61.1% |
| 3Y | +57.2% | -12.4% | +69.6% | +45.4% |
| All | +57.2% | -12.3% | +69.5% | +45.4% |
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