+229.5%
EXEL vs ACM
-9.1%
+238.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.8% | +5.6% | -6.5% | -1.9% |
| 30D | +13.1% | +20.8% | -7.7% | +9.0% |
| 3M | +36.3% | +11.4% | +24.9% | +33.0% |
| 6M | +34.5% | +0.9% | +33.6% | +33.9% |
| YTD | +57.4% | -24.8% | +82.2% | +66.0% |
| 1Y | +62.9% | -46.4% | +109.4% | +88.6% |
| 3Y | +229.5% | -9.2% | +238.7% | +213.2% |
| All | +229.5% | -9.1% | +238.6% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling