+830.5%
LOW vs ACM
+230.8%
+599.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | -7.0% | -11.1% | +4.1% | -3.3% |
| 3M | -0.9% | -8.0% | +7.1% | +1.6% |
| 6M | -20.1% | -29.7% | +9.6% | -9.7% |
| YTD | -13.9% | -29.4% | +15.5% | -3.6% |
| 1Y | -21.1% | -46.4% | +25.3% | -2.6% |
| 3Y | -6.6% | -22.3% | +15.7% | -1.2% |
| 5Y | +9.4% | +4.5% | +4.9% | +1.8% |
| 10Y | +220.5% | +127.6% | +92.9% | +110.9% |
| All | +830.5% | +230.8% | +599.8% | +360.9% |
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