+88.1%
B vs ACM
+233.3%
-145.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +9.6% | +5.4% | +4.2% | +8.4% |
| 30D | +3.5% | +15.1% | -11.6% | +0.5% |
| 3M | -1.6% | -10.5% | +8.9% | +0.4% |
| 6M | -1.7% | -19.7% | +18.0% | +2.3% |
| YTD | -5.3% | -28.8% | +23.5% | +0.7% |
| 1Y | +27.2% | -47.9% | +75.1% | +44.3% |
| 3Y | +166.1% | -12.4% | +178.5% | +168.5% |
| 5Y | +136.5% | +0.6% | +135.9% | +129.8% |
| 10Y | +172.2% | +161.3% | +11.0% | +98.6% |
| All | +88.1% | +233.3% | -145.2% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling