+2,105.4%
FIX vs ACM
+5.0%
+2,100.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +6.0% | -3.7% | +9.8% | +8.6% |
| 30D | -7.2% | -11.1% | +3.9% | -1.1% |
| 3M | -15.9% | -8.0% | -7.9% | -13.4% |
| 6M | +12.7% | -29.7% | +42.4% | +42.0% |
| YTD | +72.8% | -29.4% | +102.2% | +112.7% |
| 1Y | +122.9% | -46.4% | +169.3% | +244.6% |
| 3Y | +774.3% | -22.3% | +796.7% | +902.3% |
| All | +2,105.4% | +5.0% | +2,100.5% | +1,921.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling