+1,584.2%
AR vs ACI
+25.9%
+1,558.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +14.8% | +5.9% | +8.9% | +13.4% |
| 3M | +6.2% | -19.8% | +26.0% | +10.3% |
| 6M | +4.3% | -24.7% | +29.0% | +9.7% |
| YTD | +14.4% | -24.4% | +38.8% | +19.7% |
| 1Y | +21.3% | -31.5% | +52.8% | +29.7% |
| 3Y | +39.8% | -38.7% | +78.5% | +52.5% |
| 5Y | +142.1% | -42.8% | +184.9% | +160.2% |
| All | +1,584.2% | +25.9% | +1,558.3% | +1,486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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