+95.8%
NI vs ACM
+2.7%
+93.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | +1.3% | -3.7% | +4.9% | +1.9% |
| 30D | -0.3% | -12.7% | +12.4% | +2.0% |
| 3M | -9.5% | -9.8% | +0.3% | -8.1% |
| 6M | -10.2% | -31.4% | +21.2% | -3.7% |
| YTD | +1.8% | -32.1% | +33.9% | +8.8% |
| 1Y | +5.7% | -47.8% | +53.5% | +20.3% |
| 3Y | +69.6% | -22.1% | +91.7% | +68.7% |
| 5Y | +95.8% | +1.8% | +94.0% | +81.3% |
| All | +95.8% | +2.7% | +93.0% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling