+43.2%
TER vs ACM
-46.6%
+89.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.8% | -7.0% |
| 7D | -19.9% | +9.5% | -29.4% | -20.5% |
| 30D | -43.5% | +14.7% | -58.3% | -44.2% |
| 3M | -37.8% | -9.5% | -28.3% | -35.7% |
| 6M | -25.6% | -18.0% | -7.5% | -19.6% |
| YTD | +29.8% | -27.3% | +57.1% | +45.2% |
| 1Y | +43.2% | -47.0% | +90.2% | +75.6% |
| All | +43.2% | -46.6% | +89.7% | +75.6% |
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