+165.5%
B vs ACM
-9.1%
+174.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -7.3% | +5.6% | -13.0% | -8.6% |
| 30D | -3.3% | +20.8% | -24.2% | -7.7% |
| 3M | -7.8% | +11.4% | -19.2% | -10.4% |
| 6M | -15.5% | +0.9% | -16.5% | -16.2% |
| YTD | -12.3% | -24.8% | +12.6% | -6.4% |
| 1Y | +5.4% | -46.4% | +51.8% | +24.0% |
| 3Y | +165.5% | -9.2% | +174.8% | +153.0% |
| All | +165.5% | -9.1% | +174.6% | +153.0% |
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