+69.8%
AA vs ACM
-9.6%
+79.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +5.3% | +5.1% | +0.2% | +2.8% |
| 30D | -2.3% | +18.7% | -20.9% | -9.9% |
| 3M | -20.8% | +15.5% | -36.3% | -26.6% |
| 6M | -39.8% | +1.2% | -41.0% | -41.0% |
| YTD | -23.3% | -25.2% | +1.9% | -12.2% |
| 1Y | +1.8% | -46.3% | +48.1% | +50.4% |
| All | +69.8% | -9.6% | +79.4% | +56.3% |
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