+114.2%
SNY vs ACM
+228.1%
-113.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -0.7% | -12.9% | +12.2% | +2.4% |
| 3M | -1.6% | -6.4% | +4.7% | -0.5% |
| 6M | +2.3% | -29.2% | +31.5% | +10.6% |
| YTD | -6.0% | -29.9% | +23.9% | +1.6% |
| 1Y | -2.7% | -47.3% | +44.6% | +12.8% |
| 3Y | -7.5% | -19.6% | +12.2% | -5.3% |
| 5Y | +6.7% | +5.5% | +1.2% | -0.1% |
| 10Y | +62.3% | +129.7% | -67.4% | +13.3% |
| All | +114.2% | +228.1% | -113.9% | +15.4% |
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