+4.2%
SM vs ACM
+1.1%
+3.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +9.4% | +5.6% | +3.8% | +6.3% |
| 30D | -14.4% | +20.8% | -35.2% | -22.7% |
| 3M | +1.6% | +11.4% | -9.9% | -5.2% |
| 6M | +6.3% | +0.9% | +5.4% | +2.5% |
| YTD | +78.8% | -24.8% | +103.6% | +101.6% |
| 1Y | +83.1% | -46.4% | +129.6% | +168.6% |
| 3Y | -5.9% | -9.2% | +3.3% | -15.1% |
| All | +4.2% | +1.1% | +3.1% | -14.2% |
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