+54.5%
SO vs ACM
-9.4%
+64.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.8% | +3.0% | -2.2% | +0.7% |
| 30D | +7.8% | +19.7% | -11.9% | +7.3% |
| 3M | +2.9% | +5.3% | -2.4% | +2.7% |
| 6M | +2.5% | -10.8% | +13.2% | +2.5% |
| YTD | +10.3% | -25.1% | +35.3% | +10.6% |
| 1Y | +6.4% | -45.8% | +52.1% | +8.9% |
| All | +54.5% | -9.4% | +64.0% | +46.1% |
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 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