+16.8%
MSCI vs ACM
-46.0%
+62.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +3.0% | +5.6% | -2.6% | +2.3% |
| 30D | +17.8% | +20.8% | -3.0% | +15.6% |
| 3M | +15.2% | +11.4% | +3.8% | +13.7% |
| 6M | +16.5% | +0.9% | +15.5% | +15.5% |
| YTD | +16.4% | -24.8% | +41.2% | +17.2% |
| 1Y | +16.8% | -46.4% | +63.2% | +15.6% |
| All | +16.8% | -46.0% | +62.8% | +15.6% |
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