-24.2%
AR vs ACM
+123.7%
-147.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.5% | -3.7% | +6.2% | +4.6% |
| 30D | +14.8% | -11.1% | +25.9% | +20.9% |
| 3M | +6.2% | -8.0% | +14.2% | +8.9% |
| 6M | +4.3% | -29.7% | +33.9% | +23.2% |
| YTD | +14.4% | -29.4% | +43.7% | +32.8% |
| 1Y | +21.3% | -46.4% | +67.8% | +64.4% |
| 3Y | +39.8% | -22.3% | +62.1% | +47.6% |
| 5Y | +142.1% | +4.5% | +137.6% | +112.4% |
| 10Y | +52.0% | +127.6% | -75.6% | -15.6% |
| All | -24.2% | +123.7% | -147.9% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling