+1,381.0%
NET vs ACM
+88.2%
+1,292.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.8% |
| 7D | -16.4% | +9.5% | -25.9% | -19.7% |
| 30D | -25.8% | +14.7% | -40.6% | -30.3% |
| 3M | -11.5% | -9.5% | -2.0% | -8.6% |
| 6M | +18.9% | -18.0% | +37.0% | +27.8% |
| YTD | +35.2% | -27.3% | +62.5% | +52.3% |
| 1Y | +14.5% | -47.0% | +61.5% | +48.6% |
| 3Y | +313.8% | -10.6% | +324.4% | +324.2% |
| 5Y | +32.6% | +5.3% | +27.3% | +33.0% |
| All | +1,381.0% | +88.2% | +1,292.8% | +1,472.9% |
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