+614.1%
IT vs ACM
+233.3%
+380.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -16.9% | +5.4% | -22.3% | -18.7% |
| 30D | +2.3% | +15.1% | -12.8% | -3.4% |
| 3M | +2.9% | -10.5% | +13.3% | +7.3% |
| 6M | +25.9% | -19.7% | +45.6% | +36.7% |
| YTD | -24.6% | -28.8% | +4.2% | -14.3% |
| 1Y | -16.0% | -47.9% | +31.8% | +7.8% |
| 3Y | -51.6% | -12.4% | -39.2% | -50.8% |
| 5Y | -42.6% | +0.6% | -43.2% | -44.9% |
| 10Y | +103.6% | +161.3% | -57.7% | +25.8% |
| All | +614.1% | +233.3% | +380.8% | +224.0% |
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