-66.8%
C vs ACM
+233.2%
-300.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.9% | -3.6% |
| 7D | -5.3% | +5.1% | -10.3% | -8.3% |
| 30D | -7.3% | +11.5% | -18.8% | -13.7% |
| 3M | -13.5% | -10.5% | -3.0% | -8.9% |
| 6M | -6.5% | -20.4% | +13.9% | +4.6% |
| YTD | +3.6% | -28.9% | +32.5% | +23.8% |
| 1Y | +18.9% | -48.7% | +67.6% | +74.7% |
| 3Y | +205.0% | -12.5% | +217.5% | +208.0% |
| 5Y | +109.4% | +0.5% | +108.8% | +87.5% |
| 10Y | +232.9% | +161.2% | +71.7% | +46.3% |
| All | -66.8% | +233.2% | -300.0% | -88.8% |
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