+497.1%
FDS vs ACM
+230.8%
+266.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -1.9% | -3.7% | +1.8% | -0.6% |
| 30D | +9.0% | -11.1% | +20.1% | +13.2% |
| 3M | +18.9% | -8.0% | +26.8% | +21.8% |
| 6M | +35.1% | -29.7% | +64.8% | +51.6% |
| YTD | +5.5% | -29.4% | +34.9% | +17.3% |
| 1Y | -16.8% | -46.4% | +29.6% | +1.2% |
| 3Y | -28.1% | -22.3% | -5.7% | -24.6% |
| 5Y | -17.4% | +4.5% | -21.9% | -23.3% |
| 10Y | +85.4% | +127.6% | -42.2% | +19.7% |
| All | +497.1% | +230.8% | +266.3% | +189.5% |
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