-63.2%
SPCH vs ACM
-3.0%
-60.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -8.2% |
| 7D | -13.4% | +9.5% | -22.9% | -15.3% |
| 30D | -39.6% | +14.7% | -54.4% | -41.7% |
| 3M | -1.4% | -9.5% | +8.1% | +25.1% |
| All | -63.2% | -3.0% | -60.2% | -60.4% |
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 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 · Available span rolling