+46.8%
IR vs ACM
+3.9%
+42.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.3% | +5.1% | -0.8% | +1.4% |
| 30D | +8.1% | +18.7% | -10.6% | -1.9% |
| 3M | +0.7% | +15.5% | -14.8% | -7.8% |
| 6M | +16.6% | +1.2% | +15.4% | +14.0% |
| YTD | +7.8% | -25.2% | +33.0% | +24.7% |
| 1Y | +9.9% | -46.3% | +56.2% | +58.3% |
| 3Y | +25.2% | -9.6% | +34.8% | +20.1% |
| 5Y | +46.8% | +4.4% | +42.4% | +24.3% |
| All | +46.8% | +3.9% | +42.9% | +24.3% |
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 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