-43.1%
IT vs ACM
-2.7%
-40.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -16.9% | +5.4% | -22.3% | -19.2% |
| 30D | +2.3% | +15.1% | -12.8% | -4.8% |
| 3M | +2.9% | -10.5% | +13.3% | +8.1% |
| 6M | +25.9% | -19.7% | +45.6% | +38.8% |
| YTD | -24.6% | -28.8% | +4.2% | -12.0% |
| 1Y | -16.0% | -47.9% | +31.8% | +14.9% |
| 3Y | -51.6% | -12.4% | -39.2% | -54.7% |
| All | -43.1% | -2.7% | -40.3% | -52.9% |
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