-6.2%
DOW vs ACM
+145.3%
-151.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -4.3% |
| 7D | -9.4% | +6.9% | -16.3% | -13.0% |
| 30D | +8.9% | +19.1% | -10.1% | -1.6% |
| 3M | +6.7% | -6.9% | +13.7% | +9.3% |
| 6M | -14.2% | -12.0% | -2.2% | -10.7% |
| YTD | +36.9% | -25.1% | +62.1% | +54.2% |
| 1Y | +45.8% | -45.4% | +91.2% | +100.9% |
| 3Y | -23.9% | -6.9% | -17.0% | -28.2% |
| 5Y | -30.8% | +3.7% | -34.5% | -41.3% |
| All | -6.2% | +145.3% | -151.5% | -56.4% |
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