+879.4%
ALM vs ACM
-9.1%
+888.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.5% |
| 7D | +1.2% | +5.6% | -4.4% | -1.1% |
| 30D | -19.3% | +20.8% | -40.2% | -25.4% |
| 3M | -40.6% | +11.4% | -52.1% | -43.3% |
| 6M | -57.9% | +0.9% | -58.9% | -58.5% |
| YTD | -6.7% | -24.8% | +18.1% | +5.8% |
| 1Y | +20.2% | -46.4% | +66.6% | +59.3% |
| 3Y | +879.4% | -9.2% | +888.7% | +998.6% |
| All | +879.4% | -9.1% | +888.6% | +998.6% |
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 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