+67.7%
T vs ACM
+5.0%
+62.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -1.3% | -3.7% | +2.5% | -0.9% |
| 30D | +11.4% | -11.1% | +22.5% | +12.4% |
| 3M | +14.3% | -8.0% | +22.3% | +14.9% |
| 6M | -9.3% | -29.7% | +20.4% | -6.5% |
| YTD | +7.1% | -29.4% | +36.5% | +9.9% |
| 1Y | -9.1% | -46.4% | +37.3% | -3.1% |
| 3Y | +105.3% | -22.3% | +127.7% | +103.2% |
| All | +67.7% | +5.0% | +62.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling