+595.1%
ACN vs ACM
+230.8%
+364.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | +9.4% | -11.1% | +20.5% | +13.2% |
| 3M | +5.6% | -8.0% | +13.6% | +8.1% |
| 6M | -9.3% | -29.7% | +20.4% | +1.2% |
| YTD | -29.0% | -29.4% | +0.4% | -21.0% |
| 1Y | -24.7% | -46.4% | +21.8% | -8.6% |
| 3Y | -39.8% | -22.3% | -17.5% | -36.4% |
| 5Y | -40.9% | +4.5% | -45.4% | -43.6% |
| 10Y | +91.1% | +127.6% | -36.5% | +34.5% |
| All | +595.1% | +230.8% | +364.3% | +262.8% |
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