+48.4%
IR vs ACM
+5.0%
+43.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -2.8% | -3.7% | +0.9% | -0.7% |
| 30D | -15.1% | -11.1% | -4.0% | -10.0% |
| 3M | +6.1% | -8.0% | +14.1% | +10.0% |
| 6M | -16.8% | -29.7% | +12.8% | +0.8% |
| YTD | -3.5% | -29.4% | +25.8% | +15.1% |
| 1Y | -3.5% | -46.4% | +42.9% | +36.7% |
| 3Y | +9.5% | -22.3% | +31.8% | +17.5% |
| All | +48.4% | +5.0% | +43.4% | +29.8% |
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