-22.7%
FDS vs ACM
-2.7%
-20.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -0.5% | +5.4% | -5.9% | -2.3% |
| 30D | +20.2% | +15.1% | +5.1% | +14.6% |
| 3M | +19.9% | -10.5% | +30.3% | +23.6% |
| 6M | +56.2% | -19.7% | +75.9% | +65.9% |
| YTD | +14.6% | -28.8% | +43.4% | +25.3% |
| 1Y | +31.6% | -47.9% | +79.5% | +60.8% |
| 3Y | -23.8% | -12.4% | -11.5% | -27.8% |
| All | -22.7% | -2.7% | -20.0% | -31.1% |
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