+128.9%
SU vs ACM
-9.1%
+138.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | +1.7% | +5.6% | -3.9% | +1.3% |
| 30D | -7.9% | +20.8% | -28.7% | -9.4% |
| 3M | +7.5% | +11.4% | -3.9% | +6.5% |
| 6M | +7.2% | +0.9% | +6.3% | +6.8% |
| YTD | +60.9% | -24.8% | +85.7% | +67.2% |
| 1Y | +63.6% | -46.4% | +110.1% | +86.3% |
| 3Y | +128.9% | -9.2% | +138.1% | +123.6% |
| All | +128.9% | -9.1% | +138.0% | +123.6% |
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 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