+46.0%
F vs ACM
-21.7%
+67.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -3.7% | +9.1% | +6.7% |
| 30D | +4.6% | -11.1% | +15.7% | +8.4% |
| 3M | -3.7% | -8.0% | +4.3% | -1.6% |
| 6M | +16.8% | -29.7% | +46.5% | +32.1% |
| YTD | +15.3% | -29.4% | +44.7% | +28.6% |
| 1Y | +31.0% | -46.4% | +77.4% | +66.3% |
| All | +46.0% | -21.7% | +67.7% | +38.0% |
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