+70.6%
ACWI vs ACM
-12.3%
+83.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.3% |
| 7D | -4.0% | +5.1% | -9.1% | -5.1% |
| 30D | -5.8% | +11.5% | -17.3% | -8.2% |
| 3M | -5.0% | -10.5% | +5.4% | -2.7% |
| 6M | +0.7% | -20.4% | +21.1% | +6.2% |
| YTD | +8.4% | -28.9% | +37.3% | +17.4% |
| 1Y | +10.1% | -48.7% | +58.8% | +33.0% |
| All | +70.6% | -12.3% | +83.0% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling