-0.3%
SPOT vs ACM
-46.6%
+46.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.9% |
| 7D | +16.6% | +9.5% | +7.1% | +14.0% |
| 30D | +29.9% | +14.7% | +15.2% | +25.6% |
| 3M | +31.3% | -9.5% | +40.8% | +33.3% |
| 6M | +43.2% | -18.0% | +61.3% | +49.7% |
| YTD | +8.1% | -27.3% | +35.4% | +19.5% |
| 1Y | -0.3% | -47.0% | +46.7% | +20.3% |
| All | -0.3% | -46.6% | +46.3% | +20.3% |
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