+877.5%
ACN vs ACM
+233.3%
+644.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.9% | +5.4% | -4.5% | -0.9% |
| 30D | +33.5% | +15.1% | +18.4% | +27.3% |
| 3M | +53.5% | -10.5% | +63.9% | +58.5% |
| 6M | +52.2% | -19.7% | +71.9% | +62.5% |
| YTD | -0.1% | -28.8% | +28.7% | +10.8% |
| 1Y | +11.0% | -47.9% | +58.9% | +36.1% |
| 3Y | -11.8% | -12.4% | +0.6% | -10.4% |
| 5Y | -22.8% | +0.6% | -23.4% | -25.3% |
| 10Y | +162.4% | +161.3% | +1.2% | +77.2% |
| All | +877.5% | +233.3% | +644.2% | +409.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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