-16.5%
IT vs ACM
-46.0%
+29.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.1% | +5.6% | -4.6% | -1.3% |
| 30D | -1.8% | +20.8% | -22.7% | -9.5% |
| 3M | +4.8% | +11.4% | -6.6% | -0.2% |
| 6M | +33.0% | +0.9% | +32.1% | +31.1% |
| YTD | -23.8% | -24.8% | +1.0% | -18.6% |
| 1Y | -16.5% | -46.4% | +29.9% | -10.3% |
| All | -16.5% | -46.0% | +29.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling