+281.3%
P vs ACM
+5.0%
+276.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | -3.7% | +10.3% | +8.6% |
| 30D | +18.8% | -11.1% | +29.9% | +24.4% |
| 3M | +26.7% | -8.0% | +34.7% | +29.2% |
| 6M | +62.2% | -29.7% | +91.8% | +94.3% |
| YTD | +48.5% | -29.4% | +77.9% | +75.2% |
| 1Y | +26.4% | -46.4% | +72.8% | +78.1% |
| 3Y | +159.4% | -22.3% | +181.8% | +180.0% |
| All | +281.3% | +5.0% | +276.3% | +231.7% |
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 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