+73.2%
MAR vs ACM
-19.2%
+92.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.2% | -3.7% | -0.4% | -2.9% |
| 30D | -6.7% | -11.1% | +4.4% | -3.1% |
| 3M | -12.5% | -8.0% | -4.5% | -10.7% |
| 6M | +0.6% | -29.7% | +30.2% | +14.6% |
| YTD | +9.1% | -29.4% | +38.5% | +23.0% |
| 1Y | +26.2% | -46.4% | +72.6% | +61.5% |
| All | +73.2% | -19.2% | +92.4% | +76.2% |
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