+429.9%
SITM vs ACM
-19.8%
+449.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +8.4% | -0.3% | +8.6% | +8.5% |
| 30D | -17.4% | -12.9% | -4.5% | -10.8% |
| 3M | -9.8% | -6.4% | -3.5% | -8.5% |
| 6M | +83.0% | -29.2% | +112.2% | +130.0% |
| YTD | +69.6% | -29.9% | +99.5% | +109.3% |
| 1Y | +144.9% | -47.3% | +192.2% | +293.9% |
| 3Y | +429.9% | -19.6% | +449.5% | +414.2% |
| All | +429.9% | -19.8% | +449.7% | +414.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling