+120.4%
AS vs ACM
-22.7%
+143.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -4.9% | -3.7% | -1.2% | -3.3% |
| 30D | -19.6% | -11.1% | -8.5% | -15.4% |
| 3M | -14.4% | -8.0% | -6.4% | -11.5% |
| 6M | -20.1% | -29.7% | +9.5% | -6.5% |
| YTD | -20.9% | -29.4% | +8.4% | -8.2% |
| 1Y | -21.9% | -46.4% | +24.6% | +2.8% |
| All | +120.4% | -22.7% | +143.1% | +117.7% |
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