+4.4%
NI vs ACM
-48.9%
+53.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -0.6% | -5.9% | +5.3% | -0.5% |
| 30D | -1.4% | -6.2% | +4.8% | -1.3% |
| 3M | -10.6% | -7.9% | -2.7% | -10.5% |
| 6M | -9.9% | -30.6% | +20.7% | -9.0% |
| YTD | +1.2% | -33.3% | +34.5% | +2.0% |
| 1Y | +4.4% | -49.2% | +53.6% | +7.0% |
| All | +4.4% | -48.9% | +53.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling