+166.1%
B vs ACM
-12.3%
+178.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | +5.4% | +4.2% | +8.3% |
| 30D | +3.5% | +15.1% | -11.6% | +0.1% |
| 3M | -1.6% | -10.5% | +8.9% | +0.8% |
| 6M | -1.7% | -19.7% | +18.0% | +3.3% |
| YTD | -5.3% | -28.8% | +23.5% | +2.4% |
| 1Y | +27.2% | -47.9% | +75.1% | +50.3% |
| 3Y | +166.1% | -12.4% | +178.5% | +154.5% |
| All | +166.1% | -12.3% | +178.4% | +154.5% |
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