+104.9%
PSX vs ACM
-47.1%
+152.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +27.8% | -12.9% | +40.7% | +27.9% |
| 3M | +42.0% | -6.4% | +48.4% | +41.5% |
| 6M | +58.1% | -29.2% | +87.3% | +61.5% |
| YTD | +105.0% | -29.9% | +135.0% | +109.7% |
| 1Y | +104.9% | -47.3% | +152.2% | +118.8% |
| All | +104.9% | -47.1% | +152.1% | +118.8% |
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