+105.9%
C vs ACM
-2.7%
+108.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +5.4% | -7.8% | -4.6% |
| 30D | -6.0% | +15.1% | -21.1% | -11.7% |
| 3M | -10.5% | -10.5% | -0.1% | -6.7% |
| 6M | -5.7% | -19.7% | +14.0% | +3.0% |
| YTD | +4.1% | -28.8% | +33.0% | +20.7% |
| 1Y | +20.5% | -47.9% | +68.4% | +64.3% |
| 3Y | +208.1% | -12.4% | +220.5% | +207.3% |
| All | +105.9% | -2.7% | +108.7% | +88.6% |
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