+284.7%
P vs ACM
+1.1%
+283.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | +11.6% | +5.6% | +6.0% | +8.7% |
| 30D | -23.7% | +20.8% | -44.5% | -30.6% |
| 3M | -8.0% | +11.4% | -19.4% | -13.7% |
| 6M | +27.9% | +0.9% | +27.0% | +23.8% |
| YTD | +61.2% | -24.8% | +86.0% | +84.2% |
| 1Y | +28.6% | -46.4% | +75.1% | +84.8% |
| 3Y | +200.5% | -9.2% | +209.7% | +192.6% |
| All | +284.7% | +1.1% | +283.6% | +233.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling