-14.8%
AA vs ACM
-2.7%
-12.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.9% | +5.4% | -4.5% | -2.6% |
| 30D | -6.7% | +15.1% | -21.8% | -15.4% |
| 3M | -16.3% | -10.5% | -5.9% | -11.0% |
| 6M | -37.1% | -19.7% | -17.4% | -28.4% |
| YTD | -25.0% | -28.8% | +3.8% | -8.1% |
| 1Y | +8.6% | -47.9% | +56.4% | +75.8% |
| 3Y | +57.2% | -12.4% | +69.6% | +46.9% |
| All | -14.8% | -2.7% | -12.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling