-27.6%
AR vs ACM
+138.6%
-166.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.5% | +1.1% |
| 7D | -5.8% | +6.6% | -12.4% | -9.1% |
| 30D | +4.8% | +19.8% | -15.0% | -5.3% |
| 3M | +1.5% | -3.1% | +4.6% | +1.5% |
| 6M | +4.7% | -11.5% | +16.2% | +8.5% |
| YTD | +9.2% | -24.7% | +33.9% | +21.6% |
| 1Y | +11.2% | -45.1% | +56.2% | +48.4% |
| 3Y | +46.2% | -8.9% | +55.1% | +39.8% |
| 5Y | +98.1% | +5.4% | +92.7% | +72.6% |
| 10Y | +54.5% | +131.1% | -76.5% | -15.7% |
| All | -27.6% | +138.6% | -166.2% | -62.4% |
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