+2,417.1%
MSCI vs ACM
+133.8%
+2,283.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +2.0% |
| 30D | +0.6% | -11.1% | +11.7% | +4.9% |
| 3M | -7.1% | -8.0% | +0.9% | -4.9% |
| 6M | +0.8% | -29.7% | +30.5% | +14.9% |
| YTD | +1.0% | -29.4% | +30.4% | +13.9% |
| 1Y | +4.3% | -46.4% | +50.7% | +31.4% |
| 3Y | +9.9% | -22.3% | +32.3% | +15.6% |
| 5Y | -6.8% | +4.5% | -11.2% | -13.9% |
| 10Y | +614.7% | +127.6% | +487.0% | +325.2% |
| All | +2,417.1% | +133.8% | +2,283.3% | +1,022.8% |
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