+505.6%
O vs ACM
+230.8%
+274.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.6% |
| 30D | -1.9% | -11.1% | +9.2% | +1.7% |
| 3M | +3.8% | -8.0% | +11.8% | +6.0% |
| 6M | -4.7% | -29.7% | +24.9% | +6.3% |
| YTD | +12.5% | -29.4% | +41.8% | +24.3% |
| 1Y | +10.8% | -46.4% | +57.3% | +34.7% |
| 3Y | +28.8% | -22.3% | +51.1% | +33.4% |
| 5Y | +13.2% | +4.5% | +8.7% | +2.8% |
| 10Y | +53.5% | +127.6% | -74.2% | -2.9% |
| All | +505.6% | +230.8% | +274.8% | +170.7% |
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