+147.8%
PR vs ACM
+132.7%
+15.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.4% |
| 7D | -16.5% | +5.1% | -21.6% | -19.6% |
| 30D | -4.5% | +11.5% | -16.0% | -11.9% |
| 3M | +8.5% | -10.5% | +19.0% | +14.0% |
| 6M | -3.3% | -20.4% | +17.0% | +8.3% |
| YTD | +55.7% | -28.9% | +84.6% | +84.5% |
| 1Y | +82.0% | -48.7% | +130.7% | +173.4% |
| 3Y | +62.5% | -12.5% | +75.0% | +55.5% |
| 5Y | +223.9% | +0.5% | +223.4% | +178.1% |
| 10Y | +64.2% | +161.2% | -97.0% | +2.9% |
| All | +147.8% | +132.7% | +15.1% | +54.4% |
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