-53.7%
SMR vs ACM
+1.9%
-55.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.8% |
| 7D | -8.3% | +5.6% | -13.9% | -12.2% |
| 30D | -20.1% | +20.8% | -40.9% | -31.5% |
| 3M | -52.7% | +11.4% | -64.1% | -57.1% |
| 6M | -61.0% | +0.9% | -62.0% | -63.1% |
| YTD | -67.1% | -24.8% | -42.3% | -58.4% |
| 1Y | -79.9% | -46.4% | -33.4% | -64.9% |
| 3Y | +101.7% | -9.2% | +111.0% | +139.9% |
| All | -53.7% | +1.9% | -55.5% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling