-25.0%
TGT vs ACM
+2.7%
-27.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.1% |
| 7D | -3.6% | -3.7% | +0.1% | -2.3% |
| 30D | +4.4% | -12.7% | +17.1% | +9.1% |
| 3M | +25.4% | -9.8% | +35.2% | +29.1% |
| 6M | +33.4% | -31.4% | +64.8% | +52.1% |
| YTD | +65.6% | -32.1% | +97.7% | +87.7% |
| 1Y | +80.3% | -47.8% | +128.1% | +129.3% |
| 3Y | +42.1% | -22.1% | +64.2% | +46.5% |
| 5Y | -25.0% | +1.8% | -26.8% | -31.5% |
| All | -25.0% | +2.7% | -27.7% | -31.5% |
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