-3.6%
SMR vs ACM
-4.3%
+0.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.4% | -3.7% | +8.2% | +7.7% |
| 30D | +3.4% | -11.1% | +14.5% | +12.1% |
| 3M | -19.2% | -8.0% | -11.2% | -16.3% |
| 6M | -22.6% | -29.7% | +7.0% | +3.7% |
| YTD | -31.5% | -29.4% | -2.2% | -8.7% |
| 1Y | -73.1% | -46.4% | -26.6% | -53.1% |
| 3Y | +55.0% | -22.3% | +77.3% | +104.6% |
| All | -3.6% | -4.3% | +0.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling