-10.8%
DOW vs ACM
+131.4%
-142.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -2.4% | -3.7% | +1.4% | -0.3% |
| 30D | +0.4% | -11.1% | +11.5% | +6.2% |
| 3M | -14.4% | -8.0% | -6.4% | -12.1% |
| 6M | -7.0% | -29.7% | +22.7% | +10.8% |
| YTD | +30.2% | -29.4% | +59.6% | +52.6% |
| 1Y | +29.2% | -46.4% | +75.6% | +80.3% |
| 3Y | -36.7% | -22.3% | -14.4% | -32.5% |
| 5Y | -37.7% | +4.5% | -42.2% | -47.9% |
| All | -10.8% | +131.4% | -142.2% | -56.8% |
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