+763.1%
PM vs ACM
+199.9%
+563.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -3.7% | -1.1% | -4.1% |
| 30D | -3.4% | -11.1% | +7.7% | -1.3% |
| 3M | +5.2% | -8.0% | +13.2% | +6.6% |
| 6M | +3.7% | -29.7% | +33.4% | +10.7% |
| YTD | +15.8% | -29.4% | +45.1% | +22.8% |
| 1Y | +17.4% | -46.4% | +63.8% | +31.7% |
| 3Y | +116.9% | -22.3% | +139.3% | +120.9% |
| 5Y | +117.3% | +4.5% | +112.8% | +104.0% |
| 10Y | +193.8% | +127.6% | +66.1% | +120.6% |
| All | +763.1% | +199.9% | +563.2% | +398.4% |
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