-99.2%
CAPR vs ACM
+233.2%
-332.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.0% |
| 7D | +29.7% | +5.1% | +24.7% | +28.2% |
| 30D | +11.0% | +11.5% | -0.5% | +8.0% |
| 3M | +118.8% | -10.5% | +129.3% | +124.3% |
| 6M | -73.9% | -20.4% | -53.5% | -72.5% |
| YTD | -70.2% | -28.9% | -41.4% | -67.8% |
| 1Y | +38.3% | -48.7% | +87.0% | +62.2% |
| 3Y | +199.7% | -12.5% | +212.2% | +207.2% |
| 5Y | +130.6% | +0.5% | +130.0% | +128.8% |
| 10Y | -68.5% | +161.2% | -229.7% | -74.3% |
| All | -99.2% | +233.2% | -332.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling