+32.2%
DD vs ACM
-45.8%
+78.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.2% | +6.6% | -4.4% | +1.0% |
| 30D | +20.7% | +19.8% | +0.9% | +17.0% |
| 3M | +11.3% | -3.1% | +14.5% | +11.3% |
| 6M | +6.0% | -11.5% | +17.5% | +8.0% |
| YTD | +31.7% | -24.7% | +56.4% | +39.2% |
| 1Y | +32.2% | -45.1% | +77.3% | +46.6% |
| All | +32.2% | -45.8% | +78.0% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling