+72.8%
AG vs ACM
+2.7%
+70.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.1% | +3.6% |
| 7D | -0.1% | -3.7% | +3.6% | +1.7% |
| 30D | +12.5% | -12.7% | +25.1% | +19.2% |
| 3M | +28.2% | -9.8% | +38.0% | +32.9% |
| 6M | -18.8% | -31.4% | +12.6% | -3.0% |
| YTD | +27.4% | -32.1% | +59.5% | +53.1% |
| 1Y | +132.2% | -47.8% | +180.0% | +222.7% |
| 3Y | +286.9% | -22.1% | +308.9% | +305.9% |
| 5Y | +72.8% | +1.8% | +71.0% | +52.3% |
| All | +72.8% | +2.7% | +70.0% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling