+138.0%
B vs ACM
-2.7%
+140.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | +5.4% | +4.2% | +8.2% |
| 30D | +3.5% | +15.1% | -11.6% | -0.1% |
| 3M | -1.6% | -10.5% | +8.9% | +0.9% |
| 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% | +49.9% |
| 3Y | +166.1% | -12.4% | +178.5% | +164.7% |
| All | +138.0% | -2.7% | +140.7% | +127.6% |
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