+130.7%
C vs ACM
+5.0%
+125.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -3.7% | +7.4% | +5.4% |
| 30D | +0.1% | -11.1% | +11.2% | +4.8% |
| 3M | +2.4% | -8.0% | +10.4% | +5.1% |
| 6M | +24.9% | -29.7% | +54.6% | +46.2% |
| YTD | +19.8% | -29.4% | +49.2% | +39.3% |
| 1Y | +44.9% | -46.4% | +91.3% | +93.2% |
| 3Y | +263.0% | -22.3% | +285.3% | +287.7% |
| All | +130.7% | +5.0% | +125.7% | +108.2% |
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