-20.0%
ACM vs BG
+19.4%
-39.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | -0.3% | +2.4% | -2.6% | -0.6% |
| 30D | -12.9% | +15.0% | -28.0% | -14.7% |
| 3M | -6.4% | -0.7% | -5.7% | -6.5% |
| 6M | -29.2% | +7.5% | -36.7% | -30.2% |
| YTD | -29.9% | +41.6% | -71.5% | -34.2% |
| 1Y | -47.3% | +50.7% | -97.9% | -51.0% |
| All | -20.0% | +19.4% | -39.4% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling