+158.6%
M vs ACM
-7.4%
+166.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +5.0% | +6.6% | -1.6% | +2.2% |
| 30D | +10.6% | +19.8% | -9.1% | +2.4% |
| 3M | +1.6% | -3.1% | +4.7% | +2.6% |
| 6M | +30.8% | -11.5% | +42.3% | +37.0% |
| YTD | +16.9% | -24.7% | +41.6% | +30.4% |
| 1Y | +26.3% | -45.1% | +71.3% | +70.6% |
| 3Y | +158.6% | -8.9% | +167.5% | +125.4% |
| All | +158.6% | -7.4% | +166.0% | +125.4% |
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