+25.5%
FDS vs ACM
-46.1%
+71.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.7% |
| 7D | -5.0% | +6.9% | -11.8% | -6.6% |
| 30D | +13.8% | +19.1% | -5.3% | +8.7% |
| 3M | +14.8% | -6.9% | +21.8% | +14.7% |
| 6M | +47.4% | -12.0% | +59.4% | +46.1% |
| YTD | +14.2% | -25.1% | +39.3% | +13.1% |
| All | +25.5% | -46.1% | +71.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling