+29.9%
TPR vs ACM
-46.1%
+76.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.2% |
| 7D | +12.7% | +6.9% | +5.8% | +10.8% |
| 30D | +17.1% | +19.1% | -2.0% | +12.4% |
| 3M | -15.9% | -6.9% | -8.9% | -13.9% |
| 6M | +2.6% | -12.0% | +14.7% | +6.9% |
| YTD | +7.5% | -25.1% | +32.6% | +17.5% |
| All | +29.9% | -46.1% | +76.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling