+74.2%
AR vs ACM
-2.7%
+76.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -14.3% | +5.4% | -19.6% | -16.2% |
| 30D | +1.4% | +15.1% | -13.7% | -4.5% |
| 3M | +3.4% | -10.5% | +13.8% | +7.2% |
| 6M | -2.1% | -19.7% | +17.6% | +6.2% |
| YTD | +4.7% | -28.8% | +33.5% | +18.6% |
| 1Y | +10.6% | -47.9% | +58.4% | +50.3% |
| 3Y | +24.6% | -12.4% | +36.9% | +13.8% |
| All | +74.2% | -2.7% | +76.9% | +40.8% |
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