-69.4%
SMR vs ACM
-48.7%
-20.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -1.4% |
| 7D | +13.1% | -3.7% | +16.7% | +15.7% |
| 30D | +17.8% | -12.7% | +30.4% | +26.8% |
| 3M | +8.1% | -9.8% | +17.9% | +12.2% |
| 6M | -11.1% | -31.4% | +20.3% | +23.4% |
| YTD | -23.7% | -32.1% | +8.4% | +6.3% |
| 1Y | -69.4% | -47.8% | -21.6% | -43.4% |
| All | -69.4% | -48.7% | -20.7% | -43.4% |
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