+256.9%
F vs ACM
+230.8%
+26.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -3.7% | +9.1% | +7.3% |
| 30D | +4.6% | -11.1% | +15.7% | +9.8% |
| 3M | -3.7% | -8.0% | +4.3% | -0.8% |
| 6M | +16.8% | -29.7% | +46.5% | +35.9% |
| YTD | +15.3% | -29.4% | +44.7% | +32.4% |
| 1Y | +31.0% | -46.4% | +77.4% | +71.4% |
| 3Y | +45.4% | -22.3% | +67.8% | +56.2% |
| 5Y | +54.7% | +4.5% | +50.2% | +43.7% |
| 10Y | +98.2% | +127.6% | -29.4% | +20.7% |
| All | +256.9% | +230.8% | +26.1% | +66.9% |
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