+59.6%
T vs ACM
-12.3%
+71.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | +5.4% | -4.3% | +0.9% |
| 30D | -10.6% | +15.1% | -25.7% | -10.9% |
| 3M | -7.7% | -10.5% | +2.7% | -7.9% |
| 6M | -13.3% | -19.7% | +6.4% | -13.6% |
| YTD | -8.8% | -28.8% | +20.1% | -9.1% |
| 1Y | -8.4% | -47.9% | +39.5% | -6.9% |
| 3Y | +59.6% | -12.4% | +72.0% | +57.2% |
| All | +59.6% | -12.3% | +71.9% | +57.2% |
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