+96.9%
PSX vs ACM
-46.6%
+143.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.5% | -4.5% |
| 7D | -5.2% | +9.5% | -14.7% | -5.3% |
| 30D | -3.7% | +14.7% | -18.5% | -4.0% |
| 3M | +26.8% | -9.5% | +36.3% | +27.1% |
| 6M | +47.3% | -18.0% | +65.4% | +49.3% |
| YTD | +105.4% | -27.3% | +132.7% | +111.1% |
| 1Y | +96.9% | -47.0% | +143.9% | +115.3% |
| All | +96.9% | -46.6% | +143.5% | +115.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling