+73.3%
D vs ACM
-12.3%
+85.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | +5.4% | -2.4% | +2.5% |
| 30D | +11.5% | +15.1% | -3.6% | +10.2% |
| 3M | +3.7% | -10.5% | +14.2% | +4.4% |
| 6M | +13.5% | -19.7% | +33.2% | +15.5% |
| YTD | +20.7% | -28.8% | +49.6% | +24.2% |
| 1Y | +18.2% | -47.9% | +66.1% | +28.3% |
| 3Y | +73.3% | -12.4% | +85.7% | +57.4% |
| All | +73.3% | -12.3% | +85.6% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling