+38.7%
TER vs ACM
-45.0%
+83.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -8.9% | +6.6% | -15.5% | -9.5% |
| 30D | -39.1% | +19.8% | -58.8% | -40.1% |
| 3M | -32.8% | -3.1% | -29.6% | -31.5% |
| 6M | -31.7% | -11.5% | -20.2% | -27.9% |
| YTD | +26.9% | -24.7% | +51.6% | +41.3% |
| All | +38.7% | -45.0% | +83.7% | +70.1% |
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