+160.1%
M vs ACM
-9.1%
+169.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +7.0% | +5.6% | +1.4% | +4.5% |
| 30D | +8.9% | +20.8% | -11.9% | +0.4% |
| 3M | +4.5% | +11.4% | -6.9% | -0.6% |
| 6M | +36.2% | +0.9% | +35.3% | +34.6% |
| YTD | +15.1% | -24.8% | +39.9% | +28.6% |
| 1Y | +27.4% | -46.4% | +73.9% | +75.5% |
| 3Y | +160.1% | -9.2% | +169.4% | +128.8% |
| All | +160.1% | -9.1% | +169.3% | +128.8% |
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