-99.1%
CAPR vs ACM
+230.8%
-329.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.0% | -3.7% | +1.8% | -1.0% |
| 30D | +139.2% | -11.1% | +150.3% | +145.4% |
| 3M | -66.4% | -8.0% | -58.4% | -65.9% |
| 6M | -63.1% | -29.7% | -33.5% | -59.9% |
| YTD | -67.4% | -29.4% | -38.1% | -64.8% |
| 1Y | +58.2% | -46.4% | +104.7% | +83.5% |
| 3Y | +42.2% | -22.3% | +64.6% | +50.1% |
| 5Y | +87.3% | +4.5% | +82.8% | +83.9% |
| 10Y | -75.3% | +127.6% | -202.9% | -79.5% |
| All | -99.1% | +230.8% | -329.9% | -99.2% |
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 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