+236.2%
AG vs ACM
+252.7%
-16.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.1% |
| 7D | +6.0% | +6.6% | -0.7% | +3.3% |
| 30D | -13.5% | +19.8% | -33.3% | -19.6% |
| 3M | -20.7% | -3.1% | -17.5% | -20.2% |
| 6M | -31.5% | -11.5% | -20.0% | -29.3% |
| YTD | -10.1% | -24.7% | +14.5% | -1.0% |
| 1Y | +26.0% | -45.1% | +71.1% | +57.1% |
| 3Y | +228.9% | -8.9% | +237.8% | +232.2% |
| 5Y | +8.7% | +5.4% | +3.3% | +3.1% |
| 10Y | +71.9% | +131.1% | -59.2% | +7.6% |
| All | +236.2% | +252.7% | -16.6% | +36.9% |
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