+53.4%
T vs ACM
-2.7%
+56.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | +5.4% | -4.3% | +0.5% |
| 30D | -10.6% | +15.1% | -25.7% | -11.7% |
| 3M | -7.7% | -10.5% | +2.7% | -7.1% |
| 6M | -13.3% | -19.7% | +6.4% | -12.1% |
| YTD | -8.8% | -28.8% | +20.1% | -6.7% |
| 1Y | -8.4% | -47.9% | +39.5% | -2.3% |
| 3Y | +59.6% | -12.4% | +72.0% | +53.9% |
| All | +53.4% | -2.7% | +56.2% | +38.8% |
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