+58.2%
CAPR vs ACM
-45.8%
+104.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.0% | -3.7% | +1.8% | +0.2% |
| 30D | +139.2% | -11.1% | +150.3% | +156.7% |
| 3M | -66.4% | -8.0% | -58.4% | -64.9% |
| 6M | -63.1% | -29.7% | -33.5% | -48.2% |
| YTD | -67.4% | -29.4% | -38.1% | -58.8% |
| 1Y | +58.2% | -46.4% | +104.7% | +161.3% |
| All | +58.2% | -45.8% | +104.0% | +161.3% |
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