-49.6%
ACM vs BG
+53.0%
-102.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.1% |
| 7D | -4.6% | +3.1% | -7.7% | -4.8% |
| 30D | +4.1% | +10.2% | -6.2% | +3.2% |
| 3M | -8.3% | -1.7% | -6.6% | -8.4% |
| 6M | -30.1% | +1.0% | -31.0% | -30.3% |
| YTD | -32.6% | +39.9% | -72.5% | -35.3% |
| 1Y | -49.6% | +53.2% | -102.8% | -51.0% |
| All | -49.6% | +53.0% | -102.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling