+617.6%
IT vs ACM
+250.7%
+366.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.7% |
| 7D | -18.8% | +6.9% | -25.7% | -21.1% |
| 30D | -0.1% | +19.1% | -19.1% | -7.1% |
| 3M | +2.9% | -6.9% | +9.9% | +5.6% |
| 6M | +20.4% | -12.0% | +32.4% | +26.0% |
| YTD | -24.3% | -25.1% | +0.8% | -15.8% |
| 1Y | -17.2% | -45.4% | +28.3% | +4.3% |
| 3Y | -52.4% | -6.9% | -45.5% | -52.9% |
| 5Y | -43.7% | +3.7% | -47.4% | -46.6% |
| 10Y | +90.3% | +135.8% | -45.5% | +22.3% |
| All | +617.6% | +250.7% | +366.9% | +218.6% |
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