+57.9%
EXEL vs ACM
-45.8%
+103.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +8.4% | -3.7% | +12.1% | +8.9% |
| 30D | +4.1% | -11.1% | +15.2% | +5.7% |
| 3M | +12.4% | -8.0% | +20.4% | +13.6% |
| 6M | +41.5% | -29.7% | +71.2% | +46.6% |
| YTD | +34.6% | -29.4% | +64.0% | +39.0% |
| 1Y | +57.9% | -46.4% | +104.3% | +67.1% |
| All | +57.9% | -45.8% | +103.6% | +67.1% |
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