-81.4%
SMR vs ACM
-46.1%
-35.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.7% |
| 7D | +10.3% | +5.1% | +5.2% | +7.4% |
| 30D | -25.7% | +18.7% | -44.4% | -32.2% |
| 3M | -49.7% | +15.5% | -65.2% | -53.8% |
| 6M | -59.8% | +1.2% | -61.0% | -61.4% |
| YTD | -66.0% | -25.2% | -40.7% | -56.1% |
| 1Y | -81.4% | -46.3% | -35.1% | -69.4% |
| All | -81.4% | -46.1% | -35.4% | -69.4% |
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