-16.9%
SM vs ACM
-12.3%
-4.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -25.9% | +5.4% | -31.3% | -27.2% |
| 30D | -15.1% | +15.1% | -30.2% | -18.8% |
| 3M | +4.9% | -10.5% | +15.3% | +7.9% |
| 6M | +6.1% | -19.7% | +25.8% | +13.8% |
| YTD | +63.4% | -28.8% | +92.3% | +82.9% |
| 1Y | +72.5% | -47.9% | +120.3% | +138.5% |
| 3Y | -16.9% | -12.4% | -4.5% | -22.3% |
| All | -16.9% | -12.3% | -4.6% | -22.3% |
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 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