+61.7%
DD vs ACM
+5.0%
+56.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -3.5% | -3.7% | +0.2% | -1.8% |
| 30D | -10.3% | -11.1% | +0.8% | -6.0% |
| 3M | -7.5% | -8.0% | +0.4% | -5.1% |
| 6M | -8.0% | -29.7% | +21.7% | +8.0% |
| YTD | +10.5% | -29.4% | +39.8% | +28.0% |
| 1Y | +38.3% | -46.4% | +84.7% | +86.5% |
| 3Y | +42.5% | -22.3% | +64.8% | +50.9% |
| All | +61.7% | +5.0% | +56.7% | +44.0% |
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