+35.0%
CAH vs ACM
-46.6%
+81.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +3.2% |
| 7D | +7.0% | +9.5% | -2.5% | +6.0% |
| 30D | +12.4% | +14.7% | -2.4% | +10.8% |
| 3M | +12.2% | -9.5% | +21.6% | +13.3% |
| 6M | +33.2% | -18.0% | +51.3% | +35.7% |
| YTD | +28.4% | -27.3% | +55.6% | +33.3% |
| 1Y | +35.0% | -47.0% | +82.0% | +39.0% |
| All | +35.0% | -46.6% | +81.6% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling