+95.7%
PAAS vs ACM
+233.3%
-137.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +8.4% | +5.4% | +3.0% | +6.6% |
| 30D | -7.2% | +15.1% | -22.3% | -11.4% |
| 3M | -14.0% | -10.5% | -3.6% | -11.5% |
| 6M | -26.8% | -19.7% | -7.1% | -22.5% |
| YTD | -19.8% | -28.8% | +9.0% | -11.8% |
| 1Y | +22.8% | -47.9% | +70.7% | +49.2% |
| 3Y | +183.6% | -12.4% | +196.0% | +186.8% |
| 5Y | +73.8% | +0.6% | +73.3% | +66.9% |
| 10Y | +185.6% | +161.3% | +24.3% | +79.6% |
| All | +95.7% | +233.3% | -137.7% | -11.5% |
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 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