+180.6%
DD vs ACM
+230.8%
-50.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -3.5% | -3.7% | +0.2% | -1.7% |
| 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% | +6.9% |
| YTD | +10.5% | -29.4% | +39.8% | +27.0% |
| 1Y | +38.3% | -46.4% | +84.7% | +81.1% |
| 3Y | +42.5% | -22.3% | +64.8% | +53.9% |
| 5Y | +60.2% | +4.5% | +55.7% | +48.2% |
| 10Y | +68.9% | +127.6% | -58.8% | +1.6% |
| All | +180.6% | +230.8% | -50.2% | +30.8% |
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