+39.2%
SOLS vs ACM
-45.9%
+85.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | +16.4% | +3.0% | +13.4% | +16.2% |
| 30D | +10.6% | +19.7% | -9.1% | +10.2% |
| 3M | +10.0% | +5.3% | +4.7% | +9.8% |
| 6M | -21.2% | -10.8% | -10.4% | -21.4% |
| YTD | +38.7% | -25.1% | +63.8% | +34.4% |
| 1Y | +46.1% | -45.8% | +91.8% | +45.2% |
| All | +39.2% | -45.9% | +85.1% | +41.8% |
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