-32.8%
AA vs ACM
+230.8%
-263.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | -3.7% | +3.0% | +1.9% |
| 30D | +5.0% | -11.1% | +16.1% | +11.8% |
| 3M | -35.8% | -8.0% | -27.8% | -33.4% |
| 6M | -18.4% | -29.7% | +11.3% | -0.2% |
| YTD | -5.5% | -29.4% | +23.9% | +13.9% |
| 1Y | +61.0% | -46.4% | +107.4% | +133.6% |
| 3Y | +66.2% | -22.3% | +88.6% | +86.3% |
| 5Y | +11.4% | +4.5% | +6.9% | +3.5% |
| 10Y | +116.9% | +127.6% | -10.8% | +22.0% |
| All | -32.8% | +230.8% | -263.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling