+25.1%
RF vs ACM
-46.6%
+71.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +2.3% | +9.5% | -7.3% | +0.8% |
| 30D | +7.2% | +14.7% | -7.5% | +5.0% |
| 3M | -8.2% | -9.5% | +1.3% | -6.9% |
| 6M | +7.0% | -18.0% | +25.1% | +10.9% |
| YTD | +10.3% | -27.3% | +37.6% | +17.9% |
| 1Y | +25.1% | -47.0% | +72.1% | +37.5% |
| All | +25.1% | -46.6% | +71.6% | +37.5% |
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 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