+189.0%
T vs ACM
+233.3%
-44.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | +5.4% | -4.3% | -0.2% |
| 30D | -10.6% | +15.1% | -25.7% | -13.6% |
| 3M | -7.7% | -10.5% | +2.7% | -5.8% |
| 6M | -13.3% | -19.7% | +6.4% | -9.5% |
| YTD | -8.8% | -28.8% | +20.1% | -2.8% |
| 1Y | -8.4% | -47.9% | +39.5% | +5.2% |
| 3Y | +59.6% | -12.4% | +72.0% | +58.1% |
| 5Y | +52.1% | +0.6% | +51.5% | +43.0% |
| 10Y | +56.9% | +161.3% | -104.4% | +9.1% |
| All | +189.0% | +233.3% | -44.4% | +56.4% |
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 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