+145.0%
ALL vs ACM
-2.7%
+147.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -1.9% | +5.4% | -7.3% | -3.3% |
| 30D | +13.8% | +15.1% | -1.3% | +9.6% |
| 3M | -7.0% | -10.5% | +3.5% | -4.6% |
| 6M | +18.0% | -19.7% | +37.7% | +24.2% |
| YTD | +24.2% | -28.8% | +53.0% | +34.2% |
| 1Y | +31.2% | -47.9% | +79.0% | +56.8% |
| 3Y | +107.5% | -12.4% | +119.9% | +98.9% |
| All | +145.0% | -2.7% | +147.7% | +119.3% |
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