+234.9%
TPR vs ACM
+1.1%
+233.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.5% |
| 7D | -0.3% | +5.6% | -5.9% | -3.2% |
| 30D | +15.1% | +20.8% | -5.7% | +4.1% |
| 3M | +3.5% | +11.4% | -7.9% | -2.9% |
| 6M | +0.4% | +0.9% | -0.5% | -2.0% |
| YTD | +4.6% | -24.8% | +29.4% | +20.4% |
| 1Y | +33.1% | -46.4% | +79.5% | +89.3% |
| 3Y | +396.0% | -9.2% | +405.2% | +371.8% |
| All | +234.9% | +1.1% | +233.8% | +180.9% |
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