+173.9%
SU vs ACM
+230.8%
-56.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.6% | -3.7% | +7.3% | +5.5% |
| 30D | +7.9% | -11.1% | +19.0% | +13.3% |
| 3M | +3.5% | -8.0% | +11.5% | +6.0% |
| 6M | +19.0% | -29.7% | +48.6% | +38.6% |
| YTD | +55.0% | -29.4% | +84.3% | +77.7% |
| 1Y | +71.2% | -46.4% | +117.6% | +125.7% |
| 3Y | +117.4% | -22.3% | +139.8% | +126.7% |
| 5Y | +335.2% | +4.5% | +330.7% | +278.1% |
| 10Y | +248.7% | +127.6% | +121.1% | +87.5% |
| All | +173.9% | +230.8% | -56.9% | 0.0% |
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 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