+2.6%
M vs ACM
+230.8%
-228.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +4.7% | -3.7% | +8.5% | +6.9% |
| 30D | -9.6% | -11.1% | +1.5% | -4.5% |
| 3M | +0.9% | -8.0% | +8.8% | +4.4% |
| 6M | +22.3% | -29.7% | +51.9% | +45.3% |
| YTD | +6.5% | -29.4% | +35.9% | +24.9% |
| 1Y | +38.8% | -46.4% | +85.2% | +87.7% |
| 3Y | +115.9% | -22.3% | +138.3% | +135.9% |
| 5Y | +28.6% | +4.5% | +24.2% | +20.9% |
| 10Y | -2.5% | +127.6% | -130.2% | -39.4% |
| All | +2.6% | +230.8% | -228.2% | -53.1% |
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