+299.4%
TPR vs ACM
-21.7%
+321.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -3.7% | +1.4% | -0.8% |
| 30D | -23.0% | -11.1% | -11.9% | -19.2% |
| 3M | -12.5% | -8.0% | -4.5% | -9.9% |
| 6M | -21.4% | -29.7% | +8.2% | -7.7% |
| YTD | -3.5% | -29.4% | +25.9% | +12.1% |
| 1Y | +17.4% | -46.4% | +63.8% | +56.8% |
| All | +299.4% | -21.7% | +321.1% | +299.3% |
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 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