+448.7%
FIX vs ACM
-12.3%
+461.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | +5.4% | -22.8% | -20.1% |
| 30D | -41.6% | +15.1% | -56.7% | -46.4% |
| 3M | -40.6% | -10.5% | -30.1% | -37.2% |
| 6M | -49.4% | -19.7% | -29.7% | -42.5% |
| YTD | +9.2% | -28.8% | +38.0% | +34.3% |
| 1Y | +6.5% | -47.9% | +54.3% | +77.6% |
| 3Y | +448.7% | -12.4% | +461.1% | +427.7% |
| All | +448.7% | -12.3% | +461.0% | +427.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling