+4,608.4%
SITM vs ACM
+65.0%
+4,543.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.8% |
| 7D | +9.7% | -3.7% | +13.5% | +13.0% |
| 30D | +12.7% | -11.1% | +23.8% | +21.2% |
| 3M | -13.4% | -8.0% | -5.4% | -10.9% |
| 6M | +59.6% | -29.7% | +89.3% | +103.7% |
| YTD | +73.3% | -29.4% | +102.7% | +115.3% |
| 1Y | +165.5% | -46.4% | +212.0% | +317.8% |
| 3Y | +368.7% | -22.3% | +391.1% | +431.2% |
| 5Y | +172.5% | +4.5% | +168.0% | +154.2% |
| All | +4,608.4% | +65.0% | +4,543.4% | +3,485.1% |
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