+160.8%
PM vs ACM
+4.1%
+156.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -7.1% | +3.0% | -10.1% | -7.3% |
| 30D | -2.8% | +19.7% | -22.5% | -4.3% |
| 3M | +6.3% | +5.3% | +1.0% | +5.7% |
| 6M | +9.6% | -10.8% | +20.4% | +10.4% |
| YTD | +25.6% | -25.1% | +50.7% | +28.4% |
| 1Y | +29.7% | -45.8% | +75.4% | +38.8% |
| 3Y | +147.6% | -9.4% | +156.9% | +135.4% |
| All | +160.8% | +4.1% | +156.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling