+202.8%
TER vs ACM
+5.0%
+197.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +0.6% | -3.7% | +4.4% | +3.0% |
| 30D | -8.3% | -11.1% | +2.8% | -2.7% |
| 3M | -12.2% | -8.0% | -4.2% | -9.8% |
| 6M | +17.1% | -29.7% | +46.7% | +45.6% |
| YTD | +84.7% | -29.4% | +114.0% | +125.1% |
| 1Y | +199.9% | -46.4% | +246.4% | +353.6% |
| 3Y | +232.8% | -22.3% | +255.1% | +264.3% |
| All | +202.8% | +5.0% | +197.9% | +160.3% |
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