-72.0%
S vs ACM
+5.0%
-77.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -7.7% | -3.7% | -4.0% | -5.5% |
| 30D | -5.3% | -11.1% | +5.8% | +0.9% |
| 3M | +20.3% | -8.0% | +28.3% | +24.7% |
| 6M | +47.4% | -29.7% | +77.0% | +83.4% |
| YTD | +32.5% | -29.4% | +61.9% | +62.0% |
| 1Y | +9.5% | -46.4% | +56.0% | +63.3% |
| 3Y | +15.5% | -22.3% | +37.9% | +24.4% |
| All | -72.0% | +5.0% | -77.0% | -77.5% |
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 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