+1,580.2%
BE vs ACM
-19.2%
+1,599.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.6% |
| 7D | +20.0% | -3.7% | +23.7% | +22.9% |
| 30D | +7.9% | -11.1% | +19.0% | +15.3% |
| 3M | -13.2% | -8.0% | -5.2% | -11.3% |
| 6M | +53.5% | -29.7% | +83.1% | +99.8% |
| YTD | +191.0% | -29.4% | +220.4% | +267.7% |
| 1Y | +360.5% | -46.4% | +406.9% | +687.8% |
| All | +1,580.2% | -19.2% | +1,599.4% | +1,545.1% |
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