+133.7%
AS vs ACM
-22.2%
+155.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.3% |
| 7D | +7.1% | +5.1% | +2.1% | +4.9% |
| 30D | +12.8% | +11.5% | +1.3% | +7.6% |
| 3M | -14.7% | -10.5% | -4.3% | -10.7% |
| 6M | -9.9% | -20.4% | +10.4% | -0.7% |
| YTD | -16.1% | -28.9% | +12.7% | -3.1% |
| 1Y | +0.2% | -48.7% | +48.9% | +36.2% |
| All | +133.7% | -22.2% | +155.9% | +129.9% |
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 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