+26.5%
NDAQ vs ACM
-45.3%
+71.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.5% |
| 30D | +16.3% | +19.7% | -3.4% | +13.1% |
| 3M | +15.8% | +5.3% | +10.5% | +14.4% |
| 6M | +24.8% | -10.8% | +35.6% | +26.0% |
| YTD | +14.1% | -25.1% | +39.2% | +19.3% |
| 1Y | +26.5% | -45.8% | +72.3% | +31.4% |
| All | +26.5% | -45.3% | +71.8% | +31.4% |
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