+458.1%
SO vs ACM
+230.8%
+227.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -3.7% | +3.6% | +0.4% |
| 30D | -4.6% | -11.1% | +6.5% | -3.2% |
| 3M | -3.0% | -8.0% | +4.9% | -2.2% |
| 6M | -8.3% | -29.7% | +21.4% | -4.0% |
| YTD | +3.5% | -29.4% | +32.9% | +7.9% |
| 1Y | -0.9% | -46.4% | +45.5% | +7.4% |
| 3Y | +45.4% | -22.3% | +67.7% | +47.6% |
| 5Y | +59.6% | +4.5% | +55.1% | +53.6% |
| 10Y | +156.6% | +127.6% | +29.0% | +114.6% |
| All | +458.1% | +230.8% | +227.3% | +288.4% |
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