+420.4%
FIX vs ACM
-12.3%
+432.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.2% | -9.4% | -10.4% |
| 7D | -27.2% | +5.1% | -32.3% | -29.4% |
| 30D | -46.9% | +11.5% | -58.4% | -50.3% |
| 3M | -44.4% | -10.5% | -34.0% | -41.3% |
| 6M | -50.9% | -20.4% | -30.5% | -43.8% |
| YTD | +3.5% | -28.9% | +32.4% | +27.4% |
| 1Y | -2.1% | -48.7% | +46.6% | +66.4% |
| All | +420.4% | -12.3% | +432.7% | +400.5% |
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 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