+42.7%
CAPR vs ACM
-47.1%
+89.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | -9.5% | -0.3% | -9.2% | -9.3% |
| 30D | +121.5% | -12.9% | +134.4% | +141.3% |
| 3M | -65.4% | -6.4% | -59.0% | -64.6% |
| 6M | -67.5% | -29.2% | -38.3% | -55.0% |
| YTD | -68.6% | -29.9% | -38.7% | -60.2% |
| 1Y | +42.7% | -47.3% | +89.9% | +135.1% |
| All | +42.7% | -47.1% | +89.8% | +135.1% |
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