+212.4%
DD vs ACM
+233.3%
-20.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.6% | +5.4% | -0.7% | +2.0% |
| 30D | +11.8% | +15.1% | -3.3% | +4.4% |
| 3M | +2.2% | -10.5% | +12.6% | +6.5% |
| 6M | -1.6% | -19.7% | +18.1% | +6.9% |
| YTD | +23.0% | -28.8% | +51.8% | +40.5% |
| 1Y | +26.9% | -47.9% | +74.8% | +68.2% |
| 3Y | +77.9% | -12.4% | +90.2% | +80.7% |
| 5Y | +59.9% | +0.6% | +59.3% | +50.9% |
| 10Y | +90.1% | +161.3% | -71.2% | +7.2% |
| All | +212.4% | +233.3% | -20.9% | +44.7% |
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