-53.2%
S vs ACM
+10.5%
-63.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +83.0% |
| YTD | +32.5% | -29.4% | +61.9% | +61.8% |
| 1Y | +9.5% | -46.4% | +56.0% | +62.6% |
| 3Y | +15.5% | -22.3% | +37.9% | +24.8% |
| 5Y | -71.2% | +4.5% | -75.7% | -75.6% |
| All | -53.2% | +10.5% | -63.7% | -61.3% |
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