+108.4%
B vs ACM
+3.9%
+104.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.2% | +5.1% | -11.3% | -7.4% |
| 30D | -6.6% | +18.7% | -25.3% | -10.6% |
| 3M | -7.9% | +15.5% | -23.3% | -11.4% |
| 6M | -16.8% | +1.2% | -18.0% | -17.6% |
| YTD | -11.7% | -25.2% | +13.6% | -5.6% |
| 1Y | +3.5% | -46.3% | +49.8% | +21.2% |
| 3Y | +165.7% | -9.6% | +175.3% | +162.1% |
| 5Y | +108.4% | +4.4% | +104.0% | +95.3% |
| All | +108.4% | +3.9% | +104.6% | +95.3% |
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