+485.4%
P vs ACM
+141.3%
+344.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | -3.7% | +10.3% | +8.7% |
| 30D | +18.8% | -11.1% | +29.9% | +24.3% |
| 3M | +26.7% | -8.0% | +34.7% | +29.2% |
| 6M | +62.2% | -29.7% | +91.8% | +92.1% |
| YTD | +48.5% | -29.4% | +77.9% | +73.6% |
| 1Y | +26.4% | -46.4% | +72.8% | +72.4% |
| 3Y | +159.4% | -22.3% | +181.8% | +183.0% |
| 5Y | +275.8% | +4.5% | +271.3% | +243.2% |
| 10Y | +732.0% | +127.6% | +604.4% | +363.8% |
| All | +485.4% | +141.3% | +344.0% | +210.2% |
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