+14.0%
D vs ACM
+4.1%
+10.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | +9.0% | +19.7% | -10.7% | +5.8% |
| 3M | +1.0% | +5.3% | -4.4% | -0.2% |
| 6M | +11.0% | -10.8% | +21.8% | +12.5% |
| YTD | +19.8% | -25.1% | +44.9% | +25.0% |
| 1Y | +16.0% | -45.8% | +61.7% | +30.9% |
| 3Y | +74.4% | -9.4% | +83.7% | +66.7% |
| All | +14.0% | +4.1% | +10.0% | +2.6% |
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