+2,409.6%
EW vs ACM
+233.3%
+2,176.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | +5.4% | +5.6% | +9.6% |
| 30D | +19.1% | +15.1% | +4.0% | +15.0% |
| 3M | +14.4% | -10.5% | +24.8% | +16.8% |
| 6M | +22.8% | -19.7% | +42.5% | +28.2% |
| YTD | +19.8% | -28.8% | +48.6% | +28.3% |
| 1Y | +23.9% | -47.9% | +71.8% | +43.0% |
| 3Y | +52.2% | -12.4% | +64.6% | +51.7% |
| 5Y | -13.9% | +0.6% | -14.5% | -17.5% |
| 10Y | +241.9% | +161.3% | +80.6% | +150.6% |
| All | +2,409.6% | +233.3% | +2,176.3% | +1,449.6% |
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