+93.6%
DE vs ACM
-8.9%
+102.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +3.3% | +6.6% | -3.3% | +1.3% |
| 30D | +10.7% | +19.8% | -9.0% | +5.0% |
| 3M | +13.1% | -3.1% | +16.3% | +13.7% |
| 6M | +20.2% | -11.5% | +31.7% | +24.0% |
| YTD | +48.9% | -24.7% | +73.5% | +61.3% |
| 1Y | +46.6% | -45.1% | +91.7% | +79.9% |
| All | +93.6% | -8.9% | +102.5% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling