+53.5%
F vs ACM
-7.9%
+61.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -1.1% |
| 7D | -0.6% | +6.9% | -7.5% | -2.9% |
| 30D | +2.9% | +19.1% | -16.2% | -3.1% |
| 3M | -9.5% | -6.9% | -2.5% | -7.8% |
| 6M | +4.0% | -12.0% | +16.1% | +7.5% |
| YTD | -1.3% | -25.1% | +23.9% | +7.4% |
| 1Y | -1.9% | -45.4% | +43.5% | +23.9% |
| 3Y | +53.5% | -6.9% | +60.4% | +40.2% |
| All | +53.5% | -7.9% | +61.4% | +40.2% |
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