-99.1%
CAPR vs ACM
+233.3%
-332.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | +41.1% | +5.4% | +35.7% | +39.3% |
| 30D | +11.1% | +15.1% | -4.0% | +7.2% |
| 3M | +115.3% | -10.5% | +125.8% | +120.7% |
| 6M | -73.8% | -19.7% | -54.1% | -72.5% |
| YTD | -68.8% | -28.8% | -40.0% | -66.3% |
| 1Y | +43.3% | -47.9% | +91.2% | +67.4% |
| 3Y | +214.7% | -12.4% | +227.0% | +222.4% |
| 5Y | +141.3% | +0.6% | +140.7% | +139.5% |
| 10Y | -67.0% | +161.3% | -228.3% | -73.1% |
| All | -99.1% | +233.3% | -332.4% | -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