+2,781.3%
MSCI vs ACM
+135.5%
+2,645.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.8% |
| 7D | +6.0% | +5.1% | +1.0% | +3.9% |
| 30D | +18.2% | +11.5% | +6.7% | +12.9% |
| 3M | +15.1% | -10.5% | +25.6% | +19.6% |
| 6M | +13.7% | -20.4% | +34.1% | +22.9% |
| YTD | +15.6% | -28.9% | +44.5% | +29.8% |
| 1Y | +16.3% | -48.7% | +65.0% | +49.6% |
| 3Y | +36.9% | -12.5% | +49.4% | +36.5% |
| 5Y | +6.3% | +0.5% | +5.8% | 0.0% |
| 10Y | +823.0% | +161.2% | +661.8% | +415.9% |
| All | +2,781.3% | +135.5% | +2,645.7% | +1,179.3% |
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