+118.3%
ALL vs ACM
-9.6%
+128.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | +5.1% | -5.1% | -0.9% |
| 30D | +12.8% | +18.7% | -5.9% | +9.6% |
| 3M | +4.7% | +15.5% | -10.8% | +2.0% |
| 6M | +24.9% | +1.2% | +23.7% | +24.0% |
| YTD | +30.0% | -25.2% | +55.2% | +34.8% |
| 1Y | +29.9% | -46.3% | +76.2% | +45.0% |
| All | +118.3% | -9.6% | +128.0% | +115.4% |
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 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