+546.0%
FDS vs ACM
+250.7%
+295.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -2.2% |
| 7D | -5.0% | +6.9% | -11.8% | -7.3% |
| 30D | +13.8% | +19.1% | -5.3% | +6.9% |
| 3M | +14.8% | -6.9% | +21.8% | +17.3% |
| 6M | +47.4% | -12.0% | +59.4% | +53.0% |
| YTD | +14.2% | -25.1% | +39.3% | +24.2% |
| 1Y | +26.6% | -45.4% | +72.1% | +53.5% |
| 3Y | -24.4% | -6.9% | -17.5% | -25.8% |
| 5Y | -22.6% | +3.7% | -26.4% | -27.6% |
| 10Y | +130.0% | +135.8% | -5.8% | +47.1% |
| All | +546.0% | +250.7% | +295.4% | +206.7% |
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