+125.3%
ACM vs TW
+221.1%
-95.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.7% | -2.3% | -1.4% | -3.0% |
| 30D | -11.1% | +3.9% | -15.0% | -12.3% |
| 3M | -8.0% | +5.7% | -13.7% | -10.2% |
| 6M | -29.7% | -14.5% | -15.1% | -26.5% |
| YTD | -29.4% | -0.9% | -28.5% | -30.0% |
| 1Y | -46.4% | -13.5% | -32.9% | -44.5% |
| 3Y | -22.3% | +25.0% | -47.3% | -31.5% |
| 5Y | +4.5% | +22.7% | -18.2% | -9.4% |
| All | +125.3% | +221.1% | -95.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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