+802.8%
TEAM vs ACM
+129.6%
+673.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | +67.3% | -11.1% | +78.4% | +74.3% |
| 3M | +86.8% | -8.0% | +94.8% | +92.0% |
| 6M | +146.8% | -29.7% | +176.5% | +179.4% |
| YTD | +16.9% | -29.4% | +46.3% | +31.6% |
| 1Y | +12.8% | -46.4% | +59.2% | +40.0% |
| 3Y | -7.3% | -22.3% | +15.1% | 0.0% |
| 5Y | -50.7% | +4.5% | -55.2% | -50.9% |
| 10Y | +529.8% | +127.6% | +402.2% | +371.1% |
| All | +802.8% | +129.6% | +673.2% | +570.0% |
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