+10.3%
P vs ACM
-45.8%
+56.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -13.3% | +6.6% | -19.9% | -13.5% |
| 30D | -34.0% | +19.8% | -53.8% | -34.5% |
| 3M | +4.1% | -3.1% | +7.2% | +5.1% |
| 6M | +30.5% | -11.5% | +42.0% | +34.1% |
| YTD | +52.2% | -24.7% | +76.9% | +63.7% |
| 1Y | +10.3% | -45.1% | +55.3% | +13.3% |
| All | +10.3% | -45.8% | +56.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling