+43.7%
RF vs ACM
+1.8%
+41.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.1% |
| 7D | -1.6% | +5.1% | -6.7% | -4.0% |
| 30D | +5.0% | +11.5% | -6.5% | -0.5% |
| 3M | -10.0% | -10.5% | +0.5% | -5.8% |
| 6M | +3.3% | -20.4% | +23.7% | +14.3% |
| YTD | +7.9% | -28.9% | +36.8% | +26.1% |
| 1Y | +21.2% | -48.7% | +69.9% | +73.3% |
| 3Y | +105.8% | -12.5% | +118.3% | +98.8% |
| 5Y | +43.7% | +0.5% | +43.2% | +22.1% |
| All | +43.7% | +1.8% | +41.9% | +22.1% |
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