-68.4%
U vs ACM
-2.7%
-65.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +36.6% | +5.4% | +31.2% | +30.5% |
| 30D | +13.3% | +15.1% | -1.8% | +0.5% |
| 3M | +26.2% | -10.5% | +36.6% | +35.7% |
| 6M | +88.7% | -19.7% | +108.4% | +120.6% |
| YTD | +16.6% | -28.8% | +45.4% | +53.7% |
| 1Y | +29.0% | -47.9% | +76.8% | +127.5% |
| 3Y | +99.5% | -12.4% | +111.9% | +86.4% |
| All | -68.4% | -2.7% | -65.7% | -74.6% |
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 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