+777.0%
FIX vs ACM
-21.7%
+798.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -3.7% | +9.8% | +8.4% |
| 30D | -7.2% | -11.1% | +3.9% | -1.2% |
| 3M | -15.9% | -8.0% | -7.9% | -13.4% |
| 6M | +12.7% | -29.7% | +42.4% | +43.3% |
| YTD | +72.8% | -29.4% | +102.2% | +113.7% |
| 1Y | +122.9% | -46.4% | +169.3% | +255.3% |
| All | +777.0% | -21.7% | +798.6% | +877.8% |
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