+106.1%
SM vs ACM
+5.0%
+101.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +0.1% | -3.7% | +3.8% | +2.1% |
| 30D | +26.3% | -11.1% | +37.4% | +33.3% |
| 3M | +8.7% | -8.0% | +16.7% | +11.2% |
| 6M | +51.7% | -29.7% | +81.3% | +82.6% |
| YTD | +99.0% | -29.4% | +128.4% | +134.3% |
| 1Y | +34.6% | -46.4% | +81.0% | +94.4% |
| 3Y | -7.8% | -22.3% | +14.6% | -5.5% |
| All | +106.1% | +5.0% | +101.2% | +66.2% |
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 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