+24.6%
AR vs ACM
-12.3%
+36.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -14.3% | +5.4% | -19.6% | -15.2% |
| 30D | +1.4% | +15.1% | -13.7% | -1.4% |
| 3M | +3.4% | -10.5% | +13.8% | +5.5% |
| 6M | -2.1% | -19.7% | +17.6% | +2.7% |
| YTD | +4.7% | -28.8% | +33.5% | +12.9% |
| 1Y | +10.6% | -47.9% | +58.4% | +35.3% |
| 3Y | +24.6% | -12.4% | +36.9% | +19.7% |
| All | +24.6% | -12.3% | +36.9% | +19.7% |
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