+54.3%
RF vs ACM
+230.8%
-176.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.3% | -3.7% | +5.1% | +3.8% |
| 30D | -3.6% | -11.1% | +7.5% | +2.4% |
| 3M | +8.1% | -8.0% | +16.1% | +11.6% |
| 6M | +11.5% | -29.7% | +41.1% | +35.2% |
| YTD | +15.6% | -29.4% | +44.9% | +38.4% |
| 1Y | +15.7% | -46.4% | +62.1% | +64.1% |
| 3Y | +86.9% | -22.3% | +109.2% | +104.4% |
| 5Y | +89.8% | +4.5% | +85.3% | +68.0% |
| 10Y | +344.7% | +127.6% | +217.0% | +130.0% |
| All | +54.3% | +230.8% | -176.5% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling