+47.0%
DOW vs ACM
-46.1%
+93.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -1.3% |
| 7D | -9.4% | +6.9% | -16.3% | -9.3% |
| 30D | +8.9% | +19.1% | -10.1% | +9.1% |
| 3M | +6.7% | -6.9% | +13.7% | +6.1% |
| 6M | -14.2% | -12.0% | -2.2% | -14.1% |
| YTD | +36.9% | -25.1% | +62.1% | +40.8% |
| All | +47.0% | -46.1% | +93.1% | +60.2% |
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