-24.2%
FDS vs ACM
+1.1%
-25.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.5% | +5.6% | -4.2% | -0.5% |
| 30D | +14.8% | +20.8% | -6.0% | +7.6% |
| 3M | +16.3% | +11.4% | +4.9% | +12.0% |
| 6M | +66.2% | +0.9% | +65.3% | +64.7% |
| YTD | +16.2% | -24.8% | +41.1% | +24.7% |
| 1Y | +21.8% | -46.4% | +68.3% | +47.6% |
| 3Y | -23.9% | -9.2% | -14.7% | -28.5% |
| All | -24.2% | +1.1% | -25.2% | -33.3% |
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 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