+65.5%
T vs ACM
-9.1%
+74.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +2.5% | +5.6% | -3.1% | +2.4% |
| 30D | -3.8% | +20.8% | -24.6% | -4.3% |
| 3M | -8.7% | +11.4% | -20.2% | -9.1% |
| 6M | -8.1% | +0.9% | -9.1% | -8.5% |
| YTD | -6.4% | -24.8% | +18.4% | -6.9% |
| 1Y | -9.8% | -46.4% | +36.7% | -8.2% |
| 3Y | +65.5% | -9.2% | +74.7% | +62.0% |
| All | +65.5% | -9.1% | +74.6% | +62.0% |
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