-9.2%
ACM vs BG
+6.5%
-15.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +5.6% | +2.6% | +3.1% | +5.3% |
| 30D | +20.8% | -6.7% | +27.5% | +21.9% |
| 3M | +11.4% | -9.3% | +20.7% | +12.7% |
| 6M | +0.9% | -18.3% | +19.3% | +3.4% |
| YTD | -24.8% | +16.2% | -41.0% | -27.4% |
| 1Y | -46.4% | +7.6% | -54.0% | -47.6% |
| 3Y | -9.2% | +6.6% | -15.8% | -10.1% |
| All | -9.2% | +6.5% | -15.7% | -10.1% |
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