+233.3%
ACM vs SUI
+1,075.8%
-842.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +5.4% | +6.2% | -0.8% | +2.4% |
| 30D | +15.1% | +8.6% | +6.5% | +10.5% |
| 3M | -10.5% | +1.0% | -11.5% | -11.1% |
| 6M | -19.7% | -2.6% | -17.1% | -19.2% |
| YTD | -28.8% | -0.1% | -28.7% | -29.5% |
| 1Y | -47.9% | +0.5% | -48.3% | -48.6% |
| 3Y | -12.4% | +15.3% | -27.6% | -21.2% |
| 5Y | +0.6% | -26.1% | +26.7% | +9.7% |
| 10Y | +161.3% | +117.8% | +43.4% | +64.2% |
| All | +233.3% | +1,075.8% | -842.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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