+23.1%
Q vs ACM
-49.4%
+72.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.3% | +5.4% | -5.1% | -0.2% |
| 30D | -9.8% | +15.1% | -24.9% | -11.1% |
| 3M | -12.2% | -10.5% | -1.8% | -10.1% |
| 6M | -21.6% | -19.7% | -1.9% | -15.9% |
| YTD | +43.6% | -28.8% | +72.4% | +63.4% |
| 1Y | +25.7% | -47.9% | +73.6% | +45.5% |
| All | +23.1% | -49.4% | +72.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling