+248.9%
SPOT vs ACM
-19.2%
+268.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -0.9% | -3.7% | +2.8% | +0.2% |
| 30D | +12.5% | -11.1% | +23.6% | +16.2% |
| 3M | +9.9% | -8.0% | +17.9% | +11.9% |
| 6M | +1.6% | -29.7% | +31.2% | +13.8% |
| YTD | -6.6% | -29.4% | +22.8% | +4.4% |
| 1Y | -22.9% | -46.4% | +23.5% | -4.8% |
| All | +248.9% | -19.2% | +268.0% | +274.9% |
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