+212.3%
CAPR vs ACM
-8.9%
+221.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.3% |
| 7D | +7.6% | +6.6% | +1.0% | +4.0% |
| 30D | +13.3% | +19.8% | -6.5% | +3.2% |
| 3M | +130.4% | -3.1% | +133.5% | +132.6% |
| 6M | -70.8% | -11.5% | -59.3% | -68.9% |
| YTD | -69.3% | -24.7% | -44.6% | -64.1% |
| 1Y | +59.5% | -45.1% | +104.6% | +121.4% |
| All | +212.3% | -8.9% | +221.3% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling