+83.0%
PL vs ACM
+2.7%
+80.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -3.7% | -5.6% | -7.0% |
| 30D | -18.9% | -11.1% | -7.8% | -13.5% |
| 3M | -58.4% | -8.0% | -50.4% | -57.0% |
| 6M | -30.3% | -29.7% | -0.7% | -12.0% |
| YTD | -8.1% | -29.4% | +21.3% | +13.7% |
| 1Y | +180.5% | -46.4% | +226.9% | +335.7% |
| 3Y | +444.1% | -22.3% | +466.5% | +527.5% |
| 5Y | +83.0% | +4.5% | +78.6% | +82.4% |
| All | +83.0% | +2.7% | +80.4% | +82.5% |
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