+39.1%
O vs ACM
-9.1%
+48.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.4% | +5.6% | -6.0% | -1.0% |
| 30D | +7.1% | +20.8% | -13.7% | +5.0% |
| 3M | -5.2% | +11.4% | -16.6% | -6.4% |
| 6M | -1.8% | +0.9% | -2.7% | -2.3% |
| YTD | +9.1% | -24.8% | +33.9% | +11.6% |
| 1Y | +9.7% | -46.4% | +56.1% | +18.4% |
| 3Y | +39.1% | -9.2% | +48.4% | +25.2% |
| All | +39.1% | -9.1% | +48.3% | +25.2% |
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