+233.2%
ACM vs SUI
+1,093.2%
-860.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +5.1% | +8.8% | -3.7% | +1.0% |
| 30D | +11.5% | +8.9% | +2.6% | +6.9% |
| 3M | -10.5% | +2.0% | -12.5% | -11.5% |
| 6M | -20.4% | -0.6% | -19.7% | -20.6% |
| YTD | -28.9% | +1.3% | -30.2% | -30.0% |
| 1Y | -48.7% | +1.3% | -50.0% | -49.6% |
| 3Y | -12.5% | +16.3% | -28.8% | -21.6% |
| 5Y | +0.5% | -25.1% | +25.6% | +8.9% |
| 10Y | +161.2% | +121.1% | +40.1% | +63.0% |
| All | +233.2% | +1,093.2% | -860.0% | -18.4% |
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