-73.3%
U vs ACM
+1.1%
-74.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.8% |
| 7D | +2.6% | +5.6% | -3.1% | -2.1% |
| 30D | +27.6% | +20.8% | +6.7% | +8.4% |
| 3M | +15.3% | +11.4% | +3.9% | +4.2% |
| 6M | +96.4% | +0.9% | +95.4% | +88.1% |
| YTD | +19.6% | -24.8% | +44.4% | +50.4% |
| 1Y | +42.1% | -46.4% | +88.6% | +147.6% |
| 3Y | +87.5% | -9.2% | +96.8% | +71.0% |
| All | -73.3% | +1.1% | -74.3% | -79.5% |
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