+92.6%
CAPR vs ACM
+5.0%
+87.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.0% | -3.7% | +1.8% | -0.1% |
| 30D | +139.2% | -11.1% | +150.3% | +152.0% |
| 3M | -66.4% | -8.0% | -58.4% | -65.4% |
| 6M | -63.1% | -29.7% | -33.5% | -55.7% |
| YTD | -67.4% | -29.4% | -38.1% | -61.6% |
| 1Y | +58.2% | -46.4% | +104.7% | +115.6% |
| 3Y | +42.2% | -22.3% | +64.6% | +57.9% |
| All | +92.6% | +5.0% | +87.7% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling