+2,360.0%
MSFT vs ACM
+233.3%
+2,126.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | +5.4% | -3.7% | 0.0% |
| 30D | +0.2% | +15.1% | -15.0% | -4.3% |
| 3M | +6.4% | -10.5% | +16.8% | +9.6% |
| 6M | +28.7% | -19.7% | +48.4% | +36.5% |
| YTD | +10.4% | -28.8% | +39.2% | +20.8% |
| 1Y | +7.6% | -47.9% | +55.5% | +30.1% |
| 3Y | +52.3% | -12.4% | +64.7% | +53.1% |
| 5Y | +64.5% | +0.6% | +64.0% | +57.4% |
| 10Y | +917.8% | +161.3% | +756.6% | +567.8% |
| All | +2,360.0% | +233.3% | +2,126.7% | +1,181.2% |
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 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