-7.8%
LOW vs ACM
-19.8%
+12.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.1% | -12.9% | +2.8% | -6.5% |
| 3M | -2.9% | -6.4% | +3.5% | -1.3% |
| 6M | -19.4% | -29.2% | +9.8% | -10.8% |
| YTD | -15.4% | -29.9% | +14.5% | -6.8% |
| 1Y | -24.9% | -47.3% | +22.3% | -8.5% |
| 3Y | -7.8% | -19.6% | +11.8% | -14.1% |
| All | -7.8% | -19.8% | +12.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling