-5.9%
SM vs ACM
-19.2%
+13.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | +26.3% | -11.1% | +37.4% | +30.5% |
| 3M | +8.7% | -8.0% | +16.7% | +10.3% |
| 6M | +51.7% | -29.7% | +81.3% | +73.1% |
| YTD | +99.0% | -29.4% | +128.4% | +123.1% |
| 1Y | +34.6% | -46.4% | +81.0% | +78.6% |
| All | -5.9% | -19.2% | +13.3% | -7.2% |
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