+125.7%
SU vs ACM
-22.3%
+147.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.0% |
| 7D | +1.6% | -3.7% | +5.2% | +2.0% |
| 30D | +10.7% | -12.7% | +23.4% | +12.2% |
| 3M | +13.5% | -9.8% | +23.3% | +14.3% |
| 6M | +21.8% | -31.4% | +53.2% | +28.5% |
| YTD | +58.8% | -32.1% | +90.9% | +66.8% |
| 1Y | +72.0% | -47.8% | +119.8% | +92.8% |
| All | +125.7% | -22.3% | +147.9% | +119.0% |
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