-44.9%
S vs ACM
+17.8%
-62.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | +1.4% | +6.6% | -5.2% | -2.4% |
| 30D | -10.8% | +19.8% | -30.6% | -20.3% |
| 3M | +5.4% | -3.1% | +8.5% | +6.1% |
| 6M | +41.2% | -11.5% | +52.7% | +49.8% |
| YTD | +56.2% | -24.7% | +80.9% | +82.6% |
| 1Y | +36.3% | -45.1% | +81.4% | +99.8% |
| 3Y | +49.4% | -8.9% | +58.3% | +43.2% |
| 5Y | -66.9% | +5.4% | -72.3% | -72.6% |
| All | -44.9% | +17.8% | -62.7% | -56.3% |
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