+52.3%
GM vs ACM
-45.8%
+98.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.7% | -3.7% | +5.5% | +2.3% |
| 30D | -1.6% | -11.1% | +9.5% | -0.2% |
| 3M | +5.7% | -8.0% | +13.7% | +6.4% |
| 6M | +12.2% | -29.7% | +41.8% | +15.6% |
| YTD | +8.4% | -29.4% | +37.8% | +11.5% |
| 1Y | +52.3% | -46.4% | +98.7% | +60.4% |
| All | +52.3% | -45.8% | +98.1% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling