+6.4%
NI vs ACM
-45.3%
+51.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.6% | +3.0% | -2.4% | +0.4% |
| 30D | +11.2% | +19.7% | -8.4% | +10.7% |
| 3M | +9.2% | +5.3% | +3.8% | +8.7% |
| 6M | -1.8% | -10.8% | +8.9% | -2.0% |
| YTD | +12.0% | -25.1% | +37.1% | +12.0% |
| 1Y | +6.4% | -45.8% | +52.2% | +7.5% |
| All | +6.4% | -45.3% | +51.7% | +7.5% |
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 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