+291.3%
IR vs ACM
+111.6%
+179.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | -2.8% | -3.7% | +0.9% | -0.6% |
| 30D | -15.1% | -11.1% | -4.0% | -9.9% |
| 3M | +6.1% | -8.0% | +14.1% | +10.1% |
| 6M | -16.8% | -29.7% | +12.8% | +0.7% |
| YTD | -3.5% | -29.4% | +25.8% | +15.1% |
| 1Y | -3.5% | -46.4% | +42.9% | +35.4% |
| 3Y | +9.5% | -22.3% | +31.8% | +20.3% |
| 5Y | +45.1% | +4.5% | +40.6% | +31.5% |
| All | +291.3% | +111.6% | +179.7% | +119.7% |
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