+122.9%
FIX vs ACM
-45.8%
+168.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -3.7% | +9.8% | +6.9% |
| 30D | -7.2% | -11.1% | +3.9% | -4.3% |
| 3M | -15.9% | -8.0% | -7.9% | -14.2% |
| 6M | +12.7% | -29.7% | +42.4% | +29.6% |
| YTD | +72.8% | -29.4% | +102.2% | +96.0% |
| 1Y | +122.9% | -46.4% | +169.3% | +182.6% |
| All | +122.9% | -45.8% | +168.7% | +182.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling