+92.9%
NWSA vs ACM
+137.2%
-44.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -1.4% |
| 7D | -10.5% | +6.9% | -17.4% | -12.8% |
| 30D | -8.8% | +19.1% | -27.8% | -14.9% |
| 3M | -6.5% | -6.9% | +0.4% | -4.6% |
| 6M | -1.3% | -12.0% | +10.7% | +2.3% |
| YTD | +2.5% | -25.1% | +27.6% | +12.7% |
| 1Y | +0.2% | -45.4% | +45.6% | +25.4% |
| 3Y | +27.6% | -6.9% | +34.5% | +25.2% |
| 5Y | +17.0% | +3.7% | +13.2% | +8.8% |
| 10Y | +148.3% | +135.8% | +12.6% | +57.3% |
| All | +92.9% | +137.2% | -44.3% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling