+144.6%
CAPR vs ACM
-2.7%
+147.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | +41.1% | +5.4% | +35.7% | +37.6% |
| 30D | +11.1% | +15.1% | -4.0% | +3.5% |
| 3M | +115.3% | -10.5% | +125.8% | +126.8% |
| 6M | -73.8% | -19.7% | -54.1% | -70.8% |
| YTD | -68.8% | -28.8% | -40.0% | -63.1% |
| 1Y | +43.3% | -47.9% | +91.2% | +100.3% |
| 3Y | +214.7% | -12.4% | +227.0% | +228.2% |
| All | +144.6% | -2.7% | +147.3% | +146.2% |
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