+835.7%
PM vs ACM
+202.2%
+633.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | +5.4% | -10.6% | -6.3% |
| 30D | +2.7% | +15.1% | -12.4% | -0.3% |
| 3M | +5.2% | -10.5% | +15.7% | +7.2% |
| 6M | +17.0% | -19.7% | +36.7% | +21.4% |
| YTD | +25.5% | -28.8% | +54.3% | +32.8% |
| 1Y | +35.5% | -47.9% | +83.4% | +53.1% |
| 3Y | +143.9% | -12.4% | +156.3% | +141.3% |
| 5Y | +161.8% | +0.6% | +161.3% | +148.1% |
| 10Y | +235.9% | +161.3% | +74.7% | +144.7% |
| All | +835.7% | +202.2% | +633.5% | +438.7% |
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 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