+295.9%
TPR vs ACM
+230.8%
+65.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -3.7% | +1.4% | -0.3% |
| 30D | -23.0% | -11.1% | -11.9% | -19.0% |
| 3M | -12.5% | -8.0% | -4.5% | -9.9% |
| 6M | -21.4% | -29.7% | +8.2% | -7.3% |
| YTD | -3.5% | -29.4% | +25.9% | +12.8% |
| 1Y | +17.4% | -46.4% | +63.8% | +57.9% |
| 3Y | +291.3% | -22.3% | +313.6% | +326.6% |
| 5Y | +241.9% | +4.5% | +237.4% | +217.0% |
| 10Y | +322.7% | +127.6% | +195.0% | +164.3% |
| All | +295.9% | +230.8% | +65.2% | +72.0% |
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 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