+546.7%
ALL vs ACM
+233.3%
+313.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -1.9% | +5.4% | -7.3% | -4.0% |
| 30D | +13.8% | +15.1% | -1.3% | +7.7% |
| 3M | -7.0% | -10.5% | +3.5% | -3.6% |
| 6M | +18.0% | -19.7% | +37.7% | +26.7% |
| YTD | +24.2% | -28.8% | +53.0% | +38.3% |
| 1Y | +31.2% | -47.9% | +79.0% | +64.7% |
| 3Y | +107.5% | -12.4% | +119.9% | +106.4% |
| 5Y | +144.8% | +0.6% | +144.2% | +126.5% |
| 10Y | +375.8% | +161.3% | +214.5% | +171.1% |
| All | +546.7% | +233.3% | +313.4% | +181.9% |
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