+1,668.0%
TSCO vs ACM
+252.1%
+1,415.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | +0.3% | +5.6% | -5.4% | -1.5% |
| 30D | +11.3% | +20.8% | -9.5% | +4.7% |
| 3M | +1.5% | +11.4% | -9.9% | -2.2% |
| 6M | +24.0% | +0.9% | +23.0% | +22.2% |
| YTD | -25.7% | -24.8% | -0.9% | -20.2% |
| 1Y | -33.6% | -46.4% | +12.9% | -20.2% |
| 3Y | -1.5% | -9.2% | +7.7% | -2.0% |
| 5Y | -9.6% | +5.0% | -14.6% | -15.0% |
| 10Y | +200.8% | +130.6% | +70.2% | +103.2% |
| All | +1,668.0% | +252.1% | +1,415.9% | +764.3% |
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 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