+140.3%
ACM vs TW
+291.9%
-151.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +6.6% | +3.1% | +3.5% | +5.6% |
| 30D | +19.8% | +16.7% | +3.1% | +14.0% |
| 3M | -3.1% | +25.2% | -28.3% | -10.0% |
| 6M | -11.5% | +19.5% | -31.0% | -17.0% |
| YTD | -24.7% | +21.0% | -45.7% | -30.0% |
| 1Y | -45.1% | +19.0% | -64.0% | -48.7% |
| 3Y | -8.9% | +40.7% | -49.6% | -22.3% |
| 5Y | +5.4% | +40.1% | -34.8% | -11.9% |
| All | +140.3% | +291.9% | -151.7% | +38.9% |
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