+44.1%
RF vs ACM
+233.2%
-189.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.7% |
| 7D | -1.6% | +5.1% | -6.7% | -4.7% |
| 30D | +5.0% | +11.5% | -6.5% | -2.2% |
| 3M | -10.0% | -10.5% | +0.5% | -5.1% |
| 6M | +3.3% | -20.4% | +23.7% | +15.5% |
| YTD | +7.9% | -28.9% | +36.8% | +28.2% |
| 1Y | +21.2% | -48.7% | +69.9% | +76.9% |
| 3Y | +105.8% | -12.5% | +118.3% | +107.3% |
| 5Y | +43.7% | +0.5% | +43.2% | +30.6% |
| 10Y | +289.4% | +161.2% | +128.3% | +84.6% |
| All | +44.1% | +233.2% | -189.1% | -40.6% |
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