+165.5%
SITM vs ACM
-45.8%
+211.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +9.7% | -3.7% | +13.5% | +10.3% |
| 30D | +12.7% | -11.1% | +23.8% | +16.1% |
| 3M | -13.4% | -8.0% | -5.4% | -11.3% |
| 6M | +59.6% | -29.7% | +89.3% | +80.2% |
| YTD | +73.3% | -29.4% | +102.7% | +93.3% |
| 1Y | +165.5% | -46.4% | +212.0% | +224.7% |
| All | +165.5% | -45.8% | +211.3% | +224.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling