+205.9%
F vs ACM
+233.2%
-27.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | +1.4% | +5.1% | -3.7% | -1.0% |
| 30D | +2.0% | +11.5% | -9.5% | -3.2% |
| 3M | -10.4% | -10.5% | +0.1% | -6.3% |
| 6M | +9.7% | -20.4% | +30.1% | +20.2% |
| YTD | -1.2% | -28.9% | +27.7% | +13.0% |
| 1Y | 0.0% | -48.7% | +48.7% | +33.9% |
| 3Y | +41.1% | -12.5% | +53.6% | +42.8% |
| 5Y | -11.4% | +0.5% | -12.0% | -16.1% |
| 10Y | +85.0% | +161.2% | -76.2% | +5.8% |
| All | +205.9% | +233.2% | -27.3% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling