+600.3%
IT vs ACM
+230.8%
+369.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | -6.0% | -3.7% | -2.3% | -4.5% |
| 30D | 0.0% | -11.1% | +11.1% | +4.6% |
| 3M | +13.1% | -8.0% | +21.1% | +16.7% |
| 6M | +11.7% | -29.7% | +41.4% | +28.0% |
| YTD | -26.1% | -29.4% | +3.3% | -15.7% |
| 1Y | -21.3% | -46.4% | +25.2% | -0.1% |
| 3Y | -46.7% | -22.3% | -24.4% | -43.2% |
| 5Y | -40.5% | +4.5% | -45.0% | -43.8% |
| 10Y | +103.9% | +127.6% | -23.8% | +32.7% |
| All | +600.3% | +230.8% | +369.5% | +218.8% |
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 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