+964.0%
SMCI vs ACM
+1.3%
+962.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.6% |
| 7D | +5.2% | -3.7% | +8.9% | +7.4% |
| 30D | +23.7% | -12.7% | +36.4% | +31.6% |
| 3M | -4.2% | -9.8% | +5.6% | -0.4% |
| 6M | +21.7% | -31.4% | +53.1% | +52.2% |
| YTD | +33.0% | -32.1% | +65.1% | +65.2% |
| 1Y | -9.3% | -47.8% | +38.5% | +36.1% |
| 3Y | +38.7% | -22.1% | +60.8% | +52.9% |
| All | +964.0% | +1.3% | +962.7% | +917.1% |
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 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