+8.0%
U vs ACM
-21.7%
+29.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.8% | -3.7% | -0.1% | -1.5% |
| 30D | +17.5% | -11.1% | +28.6% | +25.3% |
| 3M | +38.7% | -8.0% | +46.7% | +44.0% |
| 6M | +104.4% | -29.7% | +134.1% | +156.6% |
| YTD | -5.7% | -29.4% | +23.7% | +19.4% |
| 1Y | +3.7% | -46.4% | +50.1% | +59.0% |
| All | +8.0% | -21.7% | +29.6% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling