+169.2%
SITM vs ACM
+4.8%
+164.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.4% |
| 7D | +8.4% | -0.3% | +8.6% | +8.6% |
| 30D | -17.4% | -12.9% | -4.5% | -8.5% |
| 3M | -9.8% | -6.4% | -3.5% | -8.7% |
| 6M | +83.0% | -29.2% | +112.2% | +143.5% |
| YTD | +69.6% | -29.9% | +99.5% | +120.3% |
| 1Y | +144.9% | -47.3% | +192.2% | +336.0% |
| 3Y | +429.9% | -19.6% | +449.5% | +437.5% |
| 5Y | +169.2% | +5.5% | +163.6% | +102.3% |
| All | +169.2% | +4.8% | +164.4% | +102.3% |
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 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