-24.1%
FDS vs ACM
-9.6%
-14.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.6% | +5.1% | -7.7% | -3.9% |
| 30D | +14.1% | +18.7% | -4.6% | +9.0% |
| 3M | +19.8% | +15.5% | +4.3% | +15.4% |
| 6M | +55.0% | +1.2% | +53.8% | +53.4% |
| YTD | +15.9% | -25.2% | +41.1% | +20.4% |
| 1Y | +24.2% | -46.3% | +70.5% | +40.0% |
| All | -24.1% | -9.6% | -14.5% | -28.8% |
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