+88.9%
SMR vs ACM
-19.8%
+108.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.8% | +16.1% | +16.0% |
| 7D | +21.4% | -0.3% | +21.7% | +21.6% |
| 30D | +13.8% | -12.9% | +26.8% | +27.4% |
| 3M | +3.9% | -6.4% | +10.3% | +5.2% |
| 6M | -4.2% | -29.2% | +25.0% | +35.3% |
| YTD | -21.1% | -29.9% | +8.8% | +11.9% |
| 1Y | -67.1% | -47.3% | -19.8% | -33.3% |
| 3Y | +88.9% | -19.6% | +108.5% | +131.9% |
| All | +88.9% | -19.8% | +108.7% | +131.9% |
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