+183.6%
PAAS vs ACM
-12.3%
+195.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +8.4% | +5.4% | +3.0% | +6.9% |
| 30D | -7.2% | +15.1% | -22.3% | -10.7% |
| 3M | -14.0% | -10.5% | -3.6% | -11.5% |
| 6M | -26.8% | -19.7% | -7.1% | -22.0% |
| YTD | -19.8% | -28.8% | +9.0% | -10.2% |
| 1Y | +22.8% | -47.9% | +70.7% | +54.6% |
| 3Y | +183.6% | -12.4% | +196.0% | +154.8% |
| All | +183.6% | -12.3% | +195.9% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling