+14.3%
PAAS vs ACM
-46.1%
+60.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.0% |
| 7D | +8.8% | +6.9% | +1.9% | +7.7% |
| 30D | -8.5% | +19.1% | -27.5% | -10.7% |
| 3M | -17.0% | -6.9% | -10.1% | -16.1% |
| 6M | -27.9% | -12.0% | -15.9% | -25.9% |
| YTD | -17.5% | -25.1% | +7.7% | -8.5% |
| All | +14.3% | -46.1% | +60.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling