-46.7%
AA vs ACM
+233.3%
-280.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -16.3% | -10.5% | -5.9% | -11.6% |
| 6M | -37.1% | -19.7% | -17.4% | -29.5% |
| YTD | -25.0% | -28.8% | +3.8% | -10.4% |
| 1Y | +8.6% | -47.9% | +56.4% | +60.0% |
| 3Y | +57.2% | -12.4% | +69.6% | +61.1% |
| 5Y | -13.0% | +0.6% | -13.6% | -17.0% |
| 10Y | +65.5% | +161.3% | -95.7% | -14.8% |
| All | -46.7% | +233.3% | -280.0% | -78.4% |
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 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