+548.3%
FDS vs ACM
+233.3%
+315.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 3M | +19.9% | -10.5% | +30.3% | +24.2% |
| 6M | +56.2% | -19.7% | +75.9% | +67.4% |
| YTD | +14.6% | -28.8% | +43.4% | +27.0% |
| 1Y | +31.6% | -47.9% | +79.5% | +62.3% |
| 3Y | -23.8% | -12.4% | -11.5% | -23.5% |
| 5Y | -22.6% | +0.6% | -23.1% | -26.7% |
| 10Y | +139.3% | +161.3% | -21.9% | +47.0% |
| All | +548.3% | +233.3% | +315.0% | +213.6% |
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