+1,055.0%
NDAQ vs ACM
+230.8%
+824.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | +2.5% | -11.1% | +13.6% | +6.9% |
| 3M | +9.9% | -8.0% | +17.9% | +12.6% |
| 6M | +9.4% | -29.7% | +39.1% | +24.8% |
| YTD | +0.4% | -29.4% | +29.8% | +13.7% |
| 1Y | +4.0% | -46.4% | +50.5% | +31.6% |
| 3Y | +94.4% | -22.3% | +116.7% | +106.2% |
| 5Y | +56.7% | +4.5% | +52.3% | +43.4% |
| 10Y | +375.3% | +127.6% | +247.7% | +170.8% |
| All | +1,055.0% | +230.8% | +824.3% | +390.1% |
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 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