+122.2%
ALL vs ACM
+5.0%
+117.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | -3.7% | +3.8% | +1.0% |
| 30D | -1.5% | -11.1% | +9.6% | +1.3% |
| 3M | +23.6% | -8.0% | +31.6% | +25.7% |
| 6M | +22.3% | -29.7% | +52.0% | +33.5% |
| YTD | +26.5% | -29.4% | +55.9% | +36.8% |
| 1Y | +27.0% | -46.4% | +73.4% | +49.3% |
| 3Y | +149.6% | -22.3% | +171.9% | +152.7% |
| All | +122.2% | +5.0% | +117.3% | +101.5% |
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