+1.8%
ACM vs BG
+84.9%
-83.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | -12.7% | +10.3% | -23.0% | -14.8% |
| 3M | -9.8% | -1.9% | -7.9% | -9.7% |
| 6M | -31.4% | +5.2% | -36.6% | -32.8% |
| YTD | -32.1% | +41.2% | -73.2% | -38.7% |
| 1Y | -47.8% | +50.5% | -98.3% | -53.9% |
| 3Y | -22.1% | +19.9% | -42.0% | -27.2% |
| 5Y | +1.8% | +86.7% | -84.9% | -29.9% |
| All | +1.8% | +84.9% | -83.1% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling