+238.5%
TER vs ACM
-21.7%
+260.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | -3.7% | +4.4% | +2.5% |
| 30D | -8.3% | -11.1% | +2.8% | -3.4% |
| 3M | -12.2% | -8.0% | -4.2% | -9.9% |
| 6M | +17.1% | -29.7% | +46.7% | +42.7% |
| YTD | +84.7% | -29.4% | +114.0% | +121.0% |
| 1Y | +199.9% | -46.4% | +246.4% | +340.5% |
| All | +238.5% | -21.7% | +260.2% | +250.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling