+144.0%
PAAS vs ACM
+230.8%
-86.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | -3.7% | +0.9% | -1.6% |
| 30D | +6.8% | -11.1% | +17.9% | +10.3% |
| 3M | -2.9% | -8.0% | +5.1% | -1.1% |
| 6M | -16.4% | -29.7% | +13.2% | -7.6% |
| YTD | 0.0% | -29.4% | +29.4% | +10.3% |
| 1Y | +54.3% | -46.4% | +100.8% | +85.8% |
| 3Y | +230.7% | -22.3% | +253.0% | +248.1% |
| 5Y | +111.6% | +4.5% | +107.2% | +100.3% |
| 10Y | +211.7% | +127.6% | +84.1% | +107.0% |
| All | +144.0% | +230.8% | -86.8% | +10.8% |
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 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