+371.8%
AG vs ACM
+230.8%
+141.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +1.0% | -3.7% | +4.8% | +2.6% |
| 30D | +19.2% | -11.1% | +30.3% | +24.1% |
| 3M | +6.2% | -8.0% | +14.1% | +8.8% |
| 6M | -26.7% | -29.7% | +3.0% | -16.9% |
| YTD | +26.1% | -29.4% | +55.5% | +42.7% |
| 1Y | +131.7% | -46.4% | +178.1% | +192.2% |
| 3Y | +255.3% | -22.3% | +277.7% | +281.7% |
| 5Y | +61.9% | +4.5% | +57.5% | +54.1% |
| 10Y | +72.0% | +127.6% | -55.6% | +8.3% |
| All | +371.8% | +230.8% | +141.1% | +97.4% |
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