+29.1%
Q vs ACM
-46.9%
+75.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +11.5% | +5.1% | +6.4% | +10.8% |
| 30D | -0.2% | +18.7% | -18.8% | -2.0% |
| 3M | -13.6% | +15.5% | -29.1% | -15.3% |
| 6M | -27.0% | +1.2% | -28.2% | -27.1% |
| YTD | +50.5% | -25.2% | +75.8% | +70.2% |
| 1Y | +33.8% | -46.3% | +80.1% | +53.8% |
| All | +29.1% | -46.9% | +75.9% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling