+1,709.5%
BE vs ACM
-9.1%
+1,718.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.3% |
| 7D | +10.8% | +5.6% | +5.2% | +7.2% |
| 30D | -19.8% | +20.8% | -40.6% | -28.5% |
| 3M | -18.7% | +11.4% | -30.1% | -24.4% |
| 6M | -33.7% | +0.9% | -34.7% | -37.0% |
| YTD | +121.0% | -24.8% | +145.8% | +167.9% |
| 1Y | +85.4% | -46.4% | +131.8% | +224.4% |
| 3Y | +1,709.5% | -9.2% | +1,718.7% | +1,426.4% |
| All | +1,709.5% | -9.1% | +1,718.6% | +1,426.4% |
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