+66.2%
NDAQ vs ACM
+1.1%
+65.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +1.3% | +5.6% | -4.4% | -0.7% |
| 30D | +18.0% | +20.8% | -2.9% | +10.6% |
| 3M | +11.5% | +11.4% | +0.1% | +7.1% |
| 6M | +21.1% | +0.9% | +20.1% | +19.4% |
| YTD | +12.8% | -24.8% | +37.6% | +23.4% |
| 1Y | +25.7% | -46.4% | +72.1% | +57.8% |
| 3Y | +116.8% | -9.2% | +126.0% | +108.9% |
| All | +66.2% | +1.1% | +65.1% | +48.1% |
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