-54.6%
MKTX vs ACM
+1.1%
-55.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +0.2% | +5.6% | -5.4% | -1.0% |
| 30D | +0.9% | +20.8% | -19.9% | -3.3% |
| 3M | +2.6% | +11.4% | -8.8% | -0.2% |
| 6M | +20.4% | +0.9% | +19.5% | +19.1% |
| YTD | -7.1% | -24.8% | +17.8% | -1.2% |
| 1Y | -2.8% | -46.4% | +43.7% | +14.3% |
| 3Y | -21.7% | -9.2% | -12.5% | -26.3% |
| All | -54.6% | +1.1% | -55.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling