+3,318.8%
SITM vs ACM
+75.9%
+3,242.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.2% |
| 7D | -0.1% | +6.6% | -6.7% | -4.8% |
| 30D | -27.4% | +19.8% | -47.2% | -37.1% |
| 3M | -35.6% | -3.1% | -32.4% | -35.8% |
| 6M | -46.6% | -11.5% | -35.1% | -44.1% |
| YTD | +25.8% | -24.7% | +50.5% | +47.5% |
| 1Y | +38.2% | -45.1% | +83.3% | +112.1% |
| 3Y | +311.5% | -8.9% | +320.4% | +304.2% |
| 5Y | +94.6% | +5.4% | +89.2% | +78.1% |
| All | +3,318.8% | +75.9% | +3,242.9% | +2,357.1% |
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