+2,216.7%
MSFT vs ACM
+230.8%
+1,985.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.7% | -3.7% | +1.1% | -1.5% |
| 30D | +2.7% | -11.1% | +13.8% | +6.2% |
| 3M | +17.0% | -8.0% | +24.9% | +19.3% |
| 6M | +23.8% | -29.7% | +53.5% | +37.0% |
| YTD | +4.0% | -29.4% | +33.4% | +14.2% |
| 1Y | -0.8% | -46.4% | +45.6% | +18.8% |
| 3Y | +55.6% | -22.3% | +77.9% | +62.7% |
| 5Y | +72.9% | +4.5% | +68.4% | +63.2% |
| 10Y | +875.8% | +127.6% | +748.2% | +569.2% |
| All | +2,216.7% | +230.8% | +1,985.9% | +1,111.3% |
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