+119.7%
B vs ACM
+5.4%
+114.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.3% |
| 7D | +7.1% | +6.6% | +0.5% | +5.4% |
| 30D | -3.3% | +19.8% | -23.1% | -7.7% |
| 3M | -2.5% | -3.1% | +0.6% | -2.2% |
| 6M | -7.2% | -11.5% | +4.3% | -5.0% |
| YTD | -7.4% | -24.7% | +17.3% | -1.2% |
| 1Y | +16.4% | -45.1% | +61.5% | +35.5% |
| 3Y | +178.7% | -8.9% | +187.6% | +174.4% |
| All | +119.7% | +5.4% | +114.2% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling