-85.6%
SMR vs ACM
-46.6%
-39.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -6.0% |
| 7D | -9.5% | +9.5% | -19.0% | -14.0% |
| 30D | -33.2% | +14.7% | -47.9% | -38.1% |
| 3M | -45.9% | -9.5% | -36.4% | -43.1% |
| 6M | -57.9% | -18.0% | -39.8% | -51.1% |
| YTD | -63.8% | -27.3% | -36.5% | -52.7% |
| 1Y | -85.6% | -47.0% | -38.6% | -78.2% |
| All | -85.6% | -46.6% | -39.0% | -78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling