+9.6%
LOW vs ACM
+3.6%
+6.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +1.4% |
| 7D | +6.4% | +6.9% | -0.5% | +3.7% |
| 30D | +25.6% | +19.1% | +6.5% | +17.7% |
| 3M | +4.6% | -6.9% | +11.5% | +6.8% |
| 6M | +2.5% | -12.0% | +14.6% | +6.4% |
| YTD | -1.6% | -25.1% | +23.5% | +7.9% |
| 1Y | +1.7% | -45.4% | +47.1% | +27.7% |
| 3Y | +29.4% | -6.9% | +36.3% | +21.0% |
| 5Y | +9.6% | +3.7% | +5.9% | -4.6% |
| All | +9.6% | +3.6% | +6.1% | -4.6% |
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 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