-61.6%
C vs ACM
+230.8%
-292.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -3.7% | +7.4% | +6.2% |
| 30D | +0.1% | -11.1% | +11.2% | +6.3% |
| 3M | +2.4% | -8.0% | +10.4% | +5.7% |
| 6M | +24.9% | -29.7% | +54.6% | +52.1% |
| YTD | +19.8% | -29.4% | +49.2% | +44.5% |
| 1Y | +44.9% | -46.4% | +91.3% | +107.1% |
| 3Y | +263.0% | -22.3% | +285.3% | +298.1% |
| 5Y | +129.5% | +4.5% | +125.1% | +99.9% |
| 10Y | +291.6% | +127.6% | +164.0% | +89.1% |
| All | -61.6% | +230.8% | -292.4% | -86.9% |
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 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