+11.1%
S vs ACM
-21.7%
+32.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -7.7% | -3.7% | -4.0% | -5.9% |
| 30D | -5.3% | -11.1% | +5.8% | 0.0% |
| 3M | +20.3% | -8.0% | +28.3% | +24.2% |
| 6M | +47.4% | -29.7% | +77.0% | +77.8% |
| YTD | +32.5% | -29.4% | +61.9% | +57.5% |
| 1Y | +9.5% | -46.4% | +56.0% | +55.2% |
| All | +11.1% | -21.7% | +32.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling