+110.1%
NI vs ACM
+4.8%
+105.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.5% | +6.6% | -5.1% | +0.2% |
| 30D | +11.9% | +19.8% | -7.9% | +8.0% |
| 3M | +9.1% | -3.1% | +12.3% | +9.4% |
| 6M | -1.8% | -11.5% | +9.8% | +0.1% |
| YTD | +11.4% | -24.7% | +36.0% | +17.0% |
| 1Y | +6.4% | -45.1% | +51.4% | +21.5% |
| 3Y | +98.2% | -8.9% | +107.1% | +88.7% |
| 5Y | +110.1% | +5.4% | +104.7% | +85.5% |
| All | +110.1% | +4.8% | +105.2% | +85.5% |
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 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