+279.0%
AG vs ACM
-19.8%
+298.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.9% | -12.9% | +25.8% | +18.6% |
| 3M | +20.9% | -6.4% | +27.3% | +22.8% |
| 6M | -19.5% | -29.2% | +9.7% | -7.0% |
| YTD | +24.8% | -29.9% | +54.7% | +45.4% |
| 1Y | +120.2% | -47.3% | +167.5% | +194.3% |
| 3Y | +279.0% | -19.6% | +298.6% | +290.2% |
| All | +279.0% | -19.8% | +298.8% | +290.2% |
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