+151.8%
TER vs ACM
-12.3%
+164.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | -20.5% | +5.4% | -25.8% | -22.3% |
| 30D | -47.0% | +15.1% | -62.1% | -50.3% |
| 3M | -43.3% | -10.5% | -32.8% | -40.6% |
| 6M | -42.9% | -19.7% | -23.2% | -36.3% |
| YTD | +12.9% | -28.8% | +41.7% | +34.3% |
| 1Y | +18.2% | -47.9% | +66.0% | +78.1% |
| 3Y | +151.8% | -12.4% | +164.1% | +146.0% |
| All | +151.8% | -12.3% | +164.1% | +146.0% |
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 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