+29.8%
Q vs ACM
-46.1%
+75.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.2% | +1.7% | +6.2% |
| 7D | +8.4% | +6.9% | +1.5% | +7.6% |
| 30D | -1.2% | +19.1% | -20.3% | -3.1% |
| 3M | -9.3% | -6.9% | -2.4% | -7.5% |
| 6M | -15.0% | -12.0% | -3.0% | -11.4% |
| YTD | +53.5% | -25.1% | +78.6% | +73.9% |
| All | +29.8% | -46.1% | +75.9% | +54.3% |
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