+238.6%
P vs ACM
-2.7%
+241.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -23.8% | +5.4% | -29.2% | -25.8% |
| 30D | -36.6% | +15.1% | -51.7% | -41.0% |
| 3M | +10.9% | -10.5% | +21.3% | +15.2% |
| 6M | +30.0% | -19.7% | +49.7% | +43.1% |
| YTD | +44.4% | -28.8% | +73.2% | +69.4% |
| 1Y | +3.9% | -47.9% | +51.8% | +49.9% |
| 3Y | +176.6% | -12.4% | +188.9% | +172.7% |
| All | +238.6% | -2.7% | +241.4% | +196.5% |
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