+73.5%
MSFT vs ACM
+5.0%
+68.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | -3.7% | +1.1% | -1.4% |
| 30D | +2.7% | -11.1% | +13.8% | +6.5% |
| 3M | +17.0% | -8.0% | +24.9% | +19.4% |
| 6M | +23.8% | -29.7% | +53.5% | +39.1% |
| YTD | +4.0% | -29.4% | +33.4% | +15.6% |
| 1Y | -0.8% | -46.4% | +45.6% | +23.2% |
| 3Y | +55.6% | -22.3% | +77.9% | +58.8% |
| All | +73.5% | +5.0% | +68.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling