+33.8%
SOLS vs ACM
-49.4%
+83.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | +6.0% | -12.9% | +18.9% | +5.7% |
| 3M | -19.7% | -6.4% | -13.3% | -19.5% |
| 6M | -10.4% | -29.2% | +18.8% | -11.7% |
| YTD | +33.3% | -29.9% | +63.2% | +29.6% |
| All | +33.8% | -49.4% | +83.2% | +36.7% |
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