+30.5%
ALL vs ACM
-45.8%
+76.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | -0.1% | +6.6% | -6.8% | -0.8% |
| 30D | +13.8% | +19.8% | -6.0% | +11.6% |
| 3M | -2.8% | -3.1% | +0.4% | -3.1% |
| 6M | +23.7% | -11.5% | +35.2% | +23.3% |
| YTD | +27.3% | -24.7% | +52.0% | +26.8% |
| 1Y | +30.5% | -45.1% | +75.6% | +30.6% |
| All | +30.5% | -45.8% | +76.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling