+144.2%
SMR vs ACM
-12.4%
+156.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.2% | +16.2% |
| 7D | -9.6% | +5.4% | -15.0% | -13.9% |
| 30D | -33.8% | +15.1% | -48.9% | -41.7% |
| 3M | -46.4% | -10.5% | -35.9% | -41.7% |
| 6M | -62.4% | -19.7% | -42.7% | -54.6% |
| YTD | -64.1% | -28.8% | -35.3% | -50.1% |
| 1Y | -84.3% | -47.9% | -36.5% | -68.5% |
| All | +144.2% | -12.4% | +156.7% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling