+7.7%
V vs ACM
-45.8%
+53.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -3.7% | +2.0% | -1.4% |
| 30D | +2.0% | -11.1% | +13.1% | +2.9% |
| 3M | +17.4% | -8.0% | +25.3% | +17.9% |
| 6M | +17.5% | -29.7% | +47.2% | +21.6% |
| YTD | +7.6% | -29.4% | +37.0% | +11.4% |
| 1Y | +7.7% | -46.4% | +54.1% | +13.0% |
| All | +7.7% | -45.8% | +53.5% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling