-48.1%
SMR vs ACM
+2.1%
-50.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.5% |
| 7D | -2.8% | +6.6% | -9.4% | -7.6% |
| 30D | -27.5% | +19.8% | -47.3% | -37.4% |
| 3M | -43.1% | -3.1% | -40.0% | -42.8% |
| 6M | -58.4% | -11.5% | -46.9% | -55.3% |
| YTD | -63.2% | -24.7% | -38.5% | -53.4% |
| 1Y | -81.6% | -45.1% | -36.6% | -68.8% |
| 3Y | +149.8% | -8.9% | +158.6% | +196.2% |
| All | -48.1% | +2.1% | -50.2% | -43.9% |
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 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