+1.3%
NDAQ vs ACM
-47.1%
+48.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +0.5% | -12.9% | +13.4% | +2.2% |
| 3M | +9.9% | -6.4% | +16.3% | +10.5% |
| 6M | +8.2% | -29.2% | +37.4% | +13.7% |
| YTD | -1.5% | -29.9% | +28.5% | +3.9% |
| 1Y | +1.3% | -47.3% | +48.6% | +7.9% |
| All | +1.3% | -47.1% | +48.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling