+1,449.6%
NET vs ACM
+82.8%
+1,366.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | -3.7% | -3.2% | -5.4% |
| 30D | -4.8% | -11.1% | +6.3% | -0.4% |
| 3M | +3.8% | -8.0% | +11.8% | +6.6% |
| 6M | +50.0% | -29.7% | +79.7% | +73.8% |
| YTD | +41.5% | -29.4% | +70.8% | +62.2% |
| 1Y | +32.8% | -46.4% | +79.3% | +72.5% |
| 3Y | +335.9% | -22.3% | +358.2% | +377.0% |
| 5Y | +113.8% | +4.5% | +109.4% | +117.9% |
| All | +1,449.6% | +82.8% | +1,366.8% | +1,575.5% |
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