-2.1%
TEAM vs ACM
-46.1%
+44.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -16.9% | +5.1% | -22.0% | -18.3% |
| 30D | -26.8% | +18.7% | -45.5% | -31.2% |
| 3M | -1.9% | +15.5% | -17.4% | -6.6% |
| 6M | +79.2% | +1.2% | +78.0% | +77.1% |
| YTD | -6.1% | -25.2% | +19.2% | -0.6% |
| 1Y | -2.1% | -46.3% | +44.2% | +7.5% |
| All | -2.1% | -46.1% | +44.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling