+67.2%
SU vs ACM
-48.8%
+116.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.1% |
| 7D | +2.2% | -4.6% | +6.8% | +1.9% |
| 30D | +8.4% | +4.1% | +4.4% | +8.7% |
| 3M | +12.1% | -8.3% | +20.4% | +11.2% |
| 6M | +19.7% | -30.1% | +49.7% | +18.0% |
| YTD | +58.4% | -32.6% | +91.0% | +56.4% |
| 1Y | +67.2% | -49.6% | +116.8% | +65.6% |
| All | +67.2% | -48.8% | +116.0% | +65.6% |
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