+449.6%
P vs ACM
+143.1%
+306.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.2% | -14.2% | -15.3% |
| 7D | -31.9% | +5.1% | -36.9% | -33.8% |
| 30D | -36.5% | +11.5% | -48.0% | -40.3% |
| 3M | +11.6% | -10.5% | +22.0% | +15.5% |
| 6M | +25.2% | -20.4% | +45.6% | +37.2% |
| YTD | +39.4% | -28.9% | +68.3% | +61.3% |
| 1Y | -3.7% | -48.7% | +45.0% | +33.9% |
| 3Y | +167.3% | -12.5% | +179.8% | +170.7% |
| 5Y | +237.3% | +0.5% | +236.8% | +213.6% |
| 10Y | +698.6% | +161.2% | +537.5% | +316.9% |
| All | +449.6% | +143.1% | +306.5% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling