+113.6%
C vs ACM
+1.1%
+112.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +4.2% | +5.6% | -1.5% | +1.6% |
| 30D | +2.0% | +20.8% | -18.8% | -6.3% |
| 3M | -10.1% | +11.4% | -21.5% | -14.9% |
| 6M | +1.0% | +0.9% | 0.0% | -1.1% |
| YTD | +8.5% | -24.8% | +33.3% | +22.7% |
| 1Y | +25.7% | -46.4% | +72.2% | +70.2% |
| 3Y | +216.0% | -9.2% | +225.2% | +210.7% |
| All | +113.6% | +1.1% | +112.5% | +92.5% |
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