+489.5%
O vs ACM
+233.3%
+256.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.7% | +5.4% | -1.7% | +1.8% |
| 30D | +11.2% | +15.1% | -3.9% | +5.7% |
| 3M | -4.0% | -10.5% | +6.5% | -0.9% |
| 6M | -5.2% | -19.7% | +14.5% | +0.9% |
| YTD | +9.5% | -28.8% | +38.3% | +20.5% |
| 1Y | +10.6% | -47.9% | +58.5% | +35.9% |
| 3Y | +38.1% | -12.4% | +50.5% | +36.6% |
| 5Y | +10.2% | +0.6% | +9.7% | +1.8% |
| 10Y | +71.4% | +161.3% | -89.9% | +2.8% |
| All | +489.5% | +233.3% | +256.1% | +162.3% |
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