+449.1%
PL vs ACM
-21.7%
+470.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -3.7% | -5.6% | -6.9% |
| 30D | -18.9% | -11.1% | -7.8% | -12.9% |
| 3M | -58.4% | -8.0% | -50.4% | -56.8% |
| 6M | -30.3% | -29.7% | -0.7% | -8.2% |
| YTD | -8.1% | -29.4% | +21.3% | +17.4% |
| 1Y | +180.5% | -46.4% | +226.9% | +379.6% |
| All | +449.1% | -21.7% | +470.8% | +438.0% |
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