+532.2%
BE vs ACM
+1.1%
+531.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.4% |
| 7D | +10.8% | +5.6% | +5.2% | +5.9% |
| 30D | -19.8% | +20.8% | -40.6% | -31.9% |
| 3M | -18.7% | +11.4% | -30.1% | -26.8% |
| 6M | -33.7% | +0.9% | -34.7% | -38.6% |
| YTD | +121.0% | -24.8% | +145.8% | +171.5% |
| 1Y | +85.4% | -46.4% | +131.8% | +242.1% |
| 3Y | +1,709.5% | -9.2% | +1,718.7% | +1,604.2% |
| All | +532.2% | +1.1% | +531.1% | +407.9% |
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 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