+26.7%
Q vs ACM
-49.8%
+76.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.2% | -3.7% | +4.0% | +0.7% |
| 30D | -11.1% | -11.1% | 0.0% | -9.0% |
| 3M | -22.1% | -8.0% | -14.1% | -20.7% |
| 6M | +0.5% | -29.7% | +30.1% | +14.3% |
| YTD | +47.8% | -29.4% | +77.2% | +68.2% |
| All | +26.7% | -49.8% | +76.5% | +46.7% |
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 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