+455.3%
PL vs ACM
-12.3%
+467.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.3% | +10.4% |
| 7D | -6.8% | +5.4% | -12.2% | -10.0% |
| 30D | -29.3% | +15.1% | -44.4% | -35.6% |
| 3M | -44.8% | -10.5% | -34.3% | -41.2% |
| 6M | -68.4% | -19.7% | -48.7% | -63.4% |
| YTD | -36.4% | -28.8% | -7.5% | -19.9% |
| 1Y | +0.7% | -47.9% | +48.6% | +76.1% |
| 3Y | +455.3% | -12.4% | +467.7% | +412.3% |
| All | +455.3% | -12.3% | +467.6% | +412.3% |
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