-81.6%
SMR vs ACM
-45.8%
-35.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.4% |
| 7D | -2.8% | +6.6% | -9.4% | -6.0% |
| 30D | -27.5% | +19.8% | -47.3% | -34.1% |
| 3M | -43.1% | -3.1% | -40.0% | -42.7% |
| 6M | -58.4% | -11.5% | -46.9% | -54.6% |
| YTD | -63.2% | -24.7% | -38.5% | -52.9% |
| 1Y | -81.6% | -45.1% | -36.6% | -71.7% |
| All | -81.6% | -45.8% | -35.9% | -71.7% |
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