+70.6%
NI vs ACM
-19.8%
+90.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -1.7% | -12.9% | +11.3% | -0.2% |
| 3M | -8.0% | -6.4% | -1.6% | -7.5% |
| 6M | -8.6% | -29.2% | +20.6% | -4.5% |
| YTD | +2.3% | -29.9% | +32.3% | +6.6% |
| 1Y | +6.9% | -47.3% | +54.2% | +17.5% |
| 3Y | +70.6% | -19.6% | +90.2% | +60.8% |
| All | +70.6% | -19.8% | +90.4% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling