+251.1%
D vs ACM
+233.2%
+17.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +6.9% | +5.1% | +1.9% | +6.0% |
| 30D | +12.3% | +11.5% | +0.8% | +10.1% |
| 3M | +3.0% | -10.5% | +13.5% | +4.7% |
| 6M | +12.8% | -20.4% | +33.2% | +16.7% |
| YTD | +22.6% | -28.9% | +51.4% | +28.9% |
| 1Y | +21.7% | -48.7% | +70.4% | +36.0% |
| 3Y | +83.9% | -12.5% | +96.4% | +83.7% |
| 5Y | +14.0% | +0.5% | +13.4% | +10.0% |
| 10Y | +45.6% | +161.2% | -115.6% | +12.2% |
| All | +251.1% | +233.2% | +17.9% | +113.7% |
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