+3.6%
M vs ACM
+233.3%
-229.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -4.3% | +5.4% | -9.6% | -6.9% |
| 30D | +1.3% | +15.1% | -13.8% | -6.1% |
| 3M | -7.4% | -10.5% | +3.1% | -2.5% |
| 6M | +18.3% | -19.7% | +38.0% | +31.0% |
| YTD | +7.6% | -28.8% | +36.4% | +25.4% |
| 1Y | +17.4% | -47.9% | +65.3% | +61.3% |
| 3Y | +108.4% | -12.4% | +120.7% | +112.9% |
| 5Y | -10.6% | +0.6% | -11.2% | -14.0% |
| 10Y | -3.2% | +161.3% | -164.4% | -43.5% |
| All | +3.6% | +233.3% | -229.7% | -52.8% |
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 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