+256.1%
TPR vs ACM
-2.7%
+258.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +14.2% | +5.4% | +8.8% | +11.0% |
| 30D | +17.1% | +15.1% | +2.0% | +8.7% |
| 3M | -17.7% | -10.5% | -7.3% | -13.5% |
| 6M | -10.2% | -19.7% | +9.5% | -0.1% |
| YTD | +4.9% | -28.8% | +33.7% | +24.2% |
| 1Y | +36.1% | -47.9% | +84.0% | +95.1% |
| 3Y | +416.5% | -12.4% | +428.8% | +398.8% |
| All | +256.1% | -2.7% | +258.9% | +201.7% |
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