+334.9%
TPR vs ACM
+233.2%
+101.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.2% | +8.2% |
| 7D | +13.9% | +5.1% | +8.8% | +10.9% |
| 30D | +14.9% | +11.5% | +3.4% | +8.5% |
| 3M | -15.4% | -10.5% | -4.9% | -11.6% |
| 6M | -4.5% | -20.4% | +15.9% | +5.2% |
| YTD | +6.0% | -28.9% | +34.8% | +23.1% |
| 1Y | +24.3% | -48.7% | +73.0% | +70.8% |
| 3Y | +412.8% | -12.5% | +425.3% | +423.3% |
| 5Y | +258.4% | +0.5% | +257.9% | +238.8% |
| 10Y | +396.8% | +161.2% | +235.6% | +191.4% |
| All | +334.9% | +233.2% | +101.7% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling