+101.0%
AR vs ACM
+3.9%
+97.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +6.4% | +5.1% | +1.3% | +4.3% |
| 30D | +3.1% | +18.7% | -15.6% | -4.1% |
| 3M | +3.3% | +15.5% | -12.2% | -3.5% |
| 6M | +6.6% | +1.2% | +5.3% | +3.9% |
| YTD | +12.3% | -25.2% | +37.6% | +24.7% |
| 1Y | +12.3% | -46.3% | +58.6% | +51.4% |
| 3Y | +50.4% | -9.6% | +60.0% | +36.7% |
| 5Y | +101.0% | +4.4% | +96.6% | +60.0% |
| All | +101.0% | +3.9% | +97.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling