+161.1%
ACM vs PSLV
+115.4%
+45.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | -12.9% | +3.5% | -16.4% | -13.4% |
| 3M | -6.4% | +0.3% | -6.7% | -6.7% |
| 6M | -29.2% | -21.0% | -8.2% | -27.6% |
| YTD | -29.9% | -8.9% | -21.0% | -31.1% |
| 1Y | -47.3% | +54.0% | -101.2% | -52.5% |
| 3Y | -19.6% | +175.4% | -195.1% | -34.7% |
| 5Y | +5.5% | +157.7% | -152.1% | -14.2% |
| 10Y | +129.7% | +184.9% | -55.2% | +78.8% |
| All | +161.1% | +115.4% | +45.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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