+57.4%
MAR vs ACM
-46.6%
+103.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | +7.7% | +9.5% | -1.8% | +6.4% |
| 30D | +19.4% | +14.7% | +4.7% | +17.2% |
| 3M | +23.3% | -9.5% | +32.8% | +25.0% |
| 6M | +22.8% | -18.0% | +40.9% | +26.6% |
| YTD | +37.8% | -27.3% | +65.0% | +45.0% |
| 1Y | +57.4% | -47.0% | +104.4% | +67.9% |
| All | +57.4% | -46.6% | +103.9% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling