+1,993.5%
ALM vs ACM
-21.7%
+2,015.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.3% |
| 30D | +32.0% | -11.1% | +43.1% | +37.7% |
| 3M | -15.0% | -8.0% | -7.1% | -12.7% |
| 6M | -10.1% | -29.7% | +19.5% | +4.1% |
| YTD | +99.4% | -29.4% | +128.8% | +130.3% |
| 1Y | +316.4% | -46.4% | +362.8% | +442.3% |
| All | +1,993.5% | -21.7% | +2,015.2% | +2,600.3% |
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 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