+1,112.4%
MKTX vs ACM
+230.8%
+881.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.4% | -3.7% | +4.1% | +1.8% |
| 30D | +1.1% | -11.1% | +12.2% | +4.9% |
| 3M | +36.1% | -8.0% | +44.1% | +38.8% |
| 6M | -12.9% | -29.7% | +16.8% | -2.2% |
| YTD | -8.5% | -29.4% | +20.8% | +1.8% |
| 1Y | -7.5% | -46.4% | +38.9% | +13.7% |
| 3Y | -28.3% | -22.3% | -6.0% | -25.4% |
| 5Y | -63.3% | +4.5% | -67.8% | -66.7% |
| 10Y | +4.5% | +127.6% | -123.1% | -41.1% |
| All | +1,112.4% | +230.8% | +881.7% | +412.9% |
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 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