+8.6%
M vs ACM
+233.2%
-224.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -4.7% |
| 7D | -2.1% | +5.1% | -7.2% | -4.7% |
| 30D | +7.7% | +11.5% | -3.8% | +1.5% |
| 3M | -4.4% | -10.5% | +6.1% | +0.6% |
| 6M | +27.5% | -20.4% | +47.9% | +41.7% |
| YTD | +12.8% | -28.9% | +41.6% | +31.5% |
| 1Y | +20.7% | -48.7% | +69.4% | +67.4% |
| 3Y | +111.3% | -12.5% | +123.8% | +116.1% |
| 5Y | -6.3% | +0.5% | -6.8% | -9.9% |
| 10Y | +1.5% | +161.2% | -159.7% | -40.7% |
| All | +8.6% | +233.2% | -224.6% | -50.6% |
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