+31.1%
SOLS vs ACM
-51.0%
+82.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.0% |
| 7D | +3.7% | -3.7% | +7.4% | +3.7% |
| 30D | +5.0% | -12.7% | +17.7% | +4.8% |
| 3M | -21.1% | -9.8% | -11.3% | -20.9% |
| 6M | -14.2% | -31.4% | +17.2% | -15.4% |
| YTD | +30.6% | -32.1% | +62.7% | +27.0% |
| All | +31.1% | -51.0% | +82.1% | +34.0% |
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