+244.1%
AG vs ACM
-7.9%
+252.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +2.4% |
| 7D | +10.8% | +6.9% | +3.9% | +7.8% |
| 30D | -8.2% | +19.1% | -27.2% | -14.7% |
| 3M | -13.7% | -6.9% | -6.7% | -11.6% |
| 6M | -27.3% | -12.0% | -15.2% | -24.1% |
| YTD | -4.6% | -25.1% | +20.6% | +9.1% |
| 1Y | +39.4% | -45.4% | +84.8% | +88.9% |
| 3Y | +244.1% | -6.9% | +251.0% | +185.1% |
| All | +244.1% | -7.9% | +252.0% | +185.1% |
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