+165.8%
PM vs ACM
-2.7%
+168.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | +5.4% | -10.6% | -5.6% |
| 30D | +2.7% | +15.1% | -12.4% | +1.5% |
| 3M | +5.2% | -10.5% | +15.7% | +6.1% |
| 6M | +17.0% | -19.7% | +36.7% | +19.0% |
| YTD | +25.5% | -28.8% | +54.3% | +28.9% |
| 1Y | +35.5% | -47.9% | +83.4% | +45.5% |
| 3Y | +143.9% | -12.4% | +156.3% | +132.0% |
| All | +165.8% | -2.7% | +168.5% | +144.7% |
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