+615.8%
SPY vs ACM
+252.7%
+363.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.6% | +6.6% | -7.2% | -2.8% |
| 30D | -3.7% | +19.8% | -23.5% | -9.6% |
| 3M | -2.7% | -3.1% | +0.4% | -2.5% |
| 6M | +2.2% | -11.5% | +13.7% | +5.0% |
| YTD | +10.8% | -24.7% | +35.5% | +19.5% |
| 1Y | +11.2% | -45.1% | +56.3% | +33.6% |
| 3Y | +76.5% | -8.9% | +85.4% | +75.2% |
| 5Y | +72.9% | +5.4% | +67.5% | +61.9% |
| 10Y | +304.8% | +131.1% | +173.7% | +170.5% |
| All | +615.8% | +252.7% | +363.1% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling