+230.4%
GM vs ACM
-9.6%
+240.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.4% | +5.1% | -8.5% | -5.2% |
| 30D | +2.7% | +18.7% | -16.0% | -3.3% |
| 3M | -0.4% | +15.5% | -15.8% | -5.5% |
| 6M | +13.3% | +1.2% | +12.1% | +11.8% |
| YTD | +6.8% | -25.2% | +32.0% | +16.0% |
| 1Y | +21.1% | -46.3% | +67.4% | +54.1% |
| All | +230.4% | -9.6% | +240.0% | +209.4% |
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 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