-69.0%
S vs ACM
+1.1%
-70.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +2.0% | +5.6% | -3.7% | -1.4% |
| 30D | -2.7% | +20.8% | -23.5% | -13.7% |
| 3M | -6.9% | +11.4% | -18.3% | -13.8% |
| 6M | +38.1% | +0.9% | +37.1% | +34.6% |
| YTD | +48.0% | -24.8% | +72.8% | +73.7% |
| 1Y | +34.5% | -46.4% | +80.9% | +103.2% |
| 3Y | +38.3% | -9.2% | +47.5% | +31.0% |
| All | -69.0% | +1.1% | -70.1% | -75.0% |
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