-65.3%
TEAM vs ACM
-2.7%
-62.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | 0.0% | -16.2% | -16.2% |
| 7D | -19.8% | +5.4% | -25.2% | -22.7% |
| 30D | -21.5% | +15.1% | -36.6% | -28.9% |
| 3M | +39.5% | -10.5% | +50.0% | +48.6% |
| 6M | +73.1% | -19.7% | +92.8% | +97.2% |
| YTD | -5.2% | -28.8% | +23.6% | +16.2% |
| 1Y | -1.6% | -47.9% | +46.3% | +53.4% |
| 3Y | -11.4% | -12.4% | +0.9% | -18.3% |
| All | -65.3% | -2.7% | -62.6% | -72.8% |
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