+245.8%
D vs ACM
+233.3%
+12.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | +5.4% | -2.4% | +2.0% |
| 30D | +11.5% | +15.1% | -3.6% | +8.7% |
| 3M | +3.7% | -10.5% | +14.2% | +5.4% |
| 6M | +13.5% | -19.7% | +33.2% | +17.3% |
| YTD | +20.7% | -28.8% | +49.6% | +26.9% |
| 1Y | +18.2% | -47.9% | +66.1% | +31.7% |
| 3Y | +73.3% | -12.4% | +85.7% | +73.0% |
| 5Y | +12.3% | +0.6% | +11.7% | +8.4% |
| 10Y | +43.4% | +161.3% | -117.9% | +10.5% |
| All | +245.8% | +233.3% | +12.5% | +110.5% |
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