+149.7%
HYG vs ACM
+228.1%
-78.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -0.1% | -12.9% | +12.9% | +1.6% |
| 3M | +1.0% | -6.4% | +7.3% | +1.5% |
| 6M | +2.3% | -29.2% | +31.5% | +6.7% |
| YTD | +2.1% | -29.9% | +32.1% | +6.4% |
| 1Y | +3.8% | -47.3% | +51.1% | +12.3% |
| 3Y | +26.7% | -19.6% | +46.3% | +28.2% |
| 5Y | +19.3% | +5.5% | +13.8% | +15.2% |
| 10Y | +55.3% | +129.7% | -74.4% | +29.9% |
| All | +149.7% | +228.1% | -78.4% | +82.4% |
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 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