+1,616.9%
BE vs ACM
-12.3%
+1,629.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -14.7% | +5.4% | -20.1% | -17.3% |
| 30D | -40.5% | +15.1% | -55.6% | -45.4% |
| 3M | -24.3% | -10.5% | -13.9% | -19.7% |
| 6M | -39.3% | -19.7% | -19.6% | -30.6% |
| YTD | +99.4% | -28.8% | +128.2% | +149.3% |
| 1Y | +26.6% | -47.9% | +74.5% | +119.1% |
| 3Y | +1,616.9% | -12.4% | +1,629.3% | +1,455.9% |
| All | +1,616.9% | -12.3% | +1,629.3% | +1,455.9% |
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