+46.0%
MSFT vs ACM
-9.6%
+55.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | +5.1% | -7.5% | -3.5% |
| 30D | -3.8% | +18.7% | -22.4% | -7.4% |
| 3M | +6.4% | +15.5% | -9.1% | +2.9% |
| 6M | +28.8% | +1.2% | +27.6% | +27.5% |
| YTD | +8.8% | -25.2% | +34.1% | +15.3% |
| 1Y | +3.2% | -46.3% | +49.5% | +21.3% |
| All | +46.0% | -9.6% | +55.6% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling