+275.1%
P vs ACM
+4.8%
+270.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | -4.7% | +3.0% | -7.7% | -5.9% |
| 30D | -31.4% | +19.7% | -51.1% | -37.3% |
| 3M | -2.6% | +5.3% | -8.0% | -6.3% |
| 6M | +21.9% | -10.8% | +32.7% | +26.8% |
| YTD | +58.9% | -25.1% | +84.0% | +81.9% |
| 1Y | +21.7% | -45.8% | +67.5% | +73.0% |
| 3Y | +193.3% | -9.4% | +202.7% | +185.9% |
| 5Y | +275.1% | +4.8% | +270.3% | +220.0% |
| All | +275.1% | +4.8% | +270.3% | +220.0% |
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