+8.4%
LOW vs ACM
+4.8%
+3.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -2.9% | -6.4% | +3.5% | -1.1% |
| 6M | -19.4% | -29.2% | +9.8% | -9.3% |
| YTD | -15.4% | -29.9% | +14.5% | -5.2% |
| 1Y | -24.9% | -47.3% | +22.3% | -6.1% |
| 3Y | -7.8% | -19.6% | +11.8% | -7.3% |
| 5Y | +8.4% | +5.5% | +2.9% | -1.7% |
| All | +8.4% | +4.8% | +3.6% | -1.7% |
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