-15.8%
F vs ACM
-2.7%
-13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +5.4% | -3.8% | -1.1% |
| 30D | +2.6% | +15.1% | -12.5% | -4.3% |
| 3M | -8.8% | -10.5% | +1.7% | -4.4% |
| 6M | +4.6% | -19.7% | +24.3% | +15.2% |
| YTD | -1.9% | -28.8% | +26.9% | +13.8% |
| 1Y | -0.8% | -47.9% | +47.1% | +39.7% |
| 3Y | +43.5% | -12.4% | +55.8% | +34.1% |
| All | -15.8% | -2.7% | -13.1% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling