+230.8%
ACM vs SUI
+1,055.7%
-825.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.7% | -2.8% | -0.9% | -2.5% |
| 30D | -11.1% | -1.2% | -9.9% | -10.7% |
| 3M | -8.0% | -1.7% | -6.2% | -7.5% |
| 6M | -29.7% | -10.5% | -19.2% | -26.3% |
| YTD | -29.4% | -1.8% | -27.5% | -29.3% |
| 1Y | -46.4% | -4.1% | -42.3% | -46.0% |
| 3Y | -22.3% | +11.3% | -33.6% | -29.0% |
| 5Y | +4.5% | -32.1% | +36.6% | +18.7% |
| 10Y | +127.6% | +110.4% | +17.2% | +45.5% |
| All | +230.8% | +1,055.7% | -825.0% | -17.6% |
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