+1,181.4%
NDAQ vs ACM
+233.3%
+948.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.8% | +5.4% | -4.5% | -1.4% |
| 30D | +16.5% | +15.1% | +1.4% | +9.8% |
| 3M | +13.5% | -10.5% | +24.0% | +17.8% |
| 6M | +20.9% | -19.7% | +40.6% | +30.3% |
| YTD | +11.4% | -28.8% | +40.2% | +25.5% |
| 1Y | +25.9% | -47.9% | +73.8% | +61.3% |
| 3Y | +119.9% | -12.4% | +132.2% | +121.1% |
| 5Y | +61.7% | +0.6% | +61.2% | +50.9% |
| 10Y | +481.6% | +161.3% | +320.3% | +210.0% |
| All | +1,181.4% | +233.3% | +948.1% | +441.0% |
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