+15,037.7%
FIX vs ACM
+230.8%
+14,806.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -3.7% | +9.8% | +8.1% |
| 30D | -7.2% | -11.1% | +3.9% | -2.6% |
| 3M | -15.9% | -8.0% | -7.9% | -14.0% |
| 6M | +12.7% | -29.7% | +42.4% | +32.7% |
| YTD | +72.8% | -29.4% | +102.2% | +101.0% |
| 1Y | +122.9% | -46.4% | +169.3% | +200.9% |
| 3Y | +774.3% | -22.3% | +796.7% | +883.1% |
| 5Y | +2,049.5% | +4.5% | +2,045.0% | +1,970.3% |
| 10Y | +5,821.5% | +127.6% | +5,693.8% | +3,647.8% |
| All | +15,037.7% | +230.8% | +14,806.9% | +7,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling