+558.8%
ALL vs ACM
+230.8%
+328.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | 0.0% | -3.7% | +3.8% | +1.5% |
| 30D | -1.5% | -11.1% | +9.6% | +2.6% |
| 3M | +23.6% | -8.0% | +31.6% | +26.6% |
| 6M | +22.3% | -29.7% | +52.0% | +38.3% |
| YTD | +26.5% | -29.4% | +55.9% | +41.6% |
| 1Y | +27.0% | -46.4% | +73.4% | +57.8% |
| 3Y | +149.6% | -22.3% | +171.9% | +161.1% |
| 5Y | +118.1% | +4.5% | +113.6% | +98.2% |
| 10Y | +369.0% | +127.6% | +241.3% | +183.5% |
| All | +558.8% | +230.8% | +328.0% | +188.6% |
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 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