-7.5%
MKTX vs ACM
-45.8%
+38.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +0.7% |
| 30D | +1.1% | -11.1% | +12.2% | +2.0% |
| 3M | +36.1% | -8.0% | +44.1% | +36.5% |
| 6M | -12.9% | -29.7% | +16.8% | -9.7% |
| YTD | -8.5% | -29.4% | +20.8% | -5.4% |
| 1Y | -7.5% | -46.4% | +38.9% | -0.7% |
| All | -7.5% | -45.8% | +38.2% | -0.7% |
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