+4.9%
SO vs ACM
-48.7%
+53.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | +5.4% | -6.8% | -1.5% |
| 30D | +8.1% | +15.1% | -7.0% | +8.1% |
| 3M | +0.2% | -10.5% | +10.7% | -0.2% |
| 6M | +0.4% | -19.7% | +20.1% | -0.2% |
| YTD | +8.5% | -28.8% | +37.3% | +7.2% |
| 1Y | +4.9% | -47.9% | +52.8% | +7.1% |
| All | +4.9% | -48.7% | +53.7% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling