+112.6%
SPOT vs ACM
+2.7%
+109.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.3% |
| 7D | -6.5% | -3.7% | -2.8% | -4.9% |
| 30D | +2.2% | -12.7% | +14.8% | +8.0% |
| 3M | +5.4% | -9.8% | +15.2% | +9.0% |
| 6M | -4.0% | -31.4% | +27.4% | +13.1% |
| YTD | -9.9% | -32.1% | +22.1% | +6.2% |
| 1Y | -27.3% | -47.8% | +20.5% | -2.0% |
| 3Y | +236.4% | -22.1% | +258.5% | +247.8% |
| 5Y | +112.6% | +1.8% | +110.8% | +83.2% |
| All | +112.6% | +2.7% | +109.8% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling