+593.0%
BE vs ACM
+117.1%
+475.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -14.7% | +5.4% | -20.1% | -18.6% |
| 30D | -40.5% | +15.1% | -55.6% | -47.6% |
| 3M | -24.3% | -10.5% | -13.9% | -19.2% |
| 6M | -39.3% | -19.7% | -19.6% | -31.0% |
| YTD | +99.4% | -28.8% | +128.2% | +150.1% |
| 1Y | +26.6% | -47.9% | +74.5% | +116.1% |
| 3Y | +1,616.9% | -12.4% | +1,629.3% | +1,674.4% |
| 5Y | +441.4% | +0.6% | +440.8% | +410.2% |
| All | +593.0% | +117.1% | +475.9% | +220.8% |
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