+83.9%
TER vs ACM
+3.9%
+80.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +24.0% | +5.1% | +18.9% | +20.6% |
| 30D | -30.6% | +18.7% | -49.3% | -37.5% |
| 3M | -34.5% | +15.5% | -49.9% | -40.9% |
| 6M | -26.4% | +1.2% | -27.6% | -29.5% |
| YTD | +36.4% | -25.2% | +61.7% | +60.5% |
| 1Y | +47.4% | -46.3% | +93.7% | +126.7% |
| 3Y | +202.6% | -9.6% | +212.1% | +191.5% |
| 5Y | +83.9% | +4.4% | +79.5% | +52.2% |
| All | +83.9% | +3.9% | +80.0% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling