+77.6%
V vs ACM
-12.3%
+89.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.2% | +5.4% | -3.2% | +1.2% |
| 30D | +13.6% | +15.1% | -1.5% | +10.6% |
| 3M | +14.3% | -10.5% | +24.8% | +16.5% |
| 6M | +33.1% | -19.7% | +52.8% | +38.6% |
| YTD | +21.2% | -28.8% | +50.1% | +29.4% |
| 1Y | +26.4% | -47.9% | +74.3% | +46.1% |
| 3Y | +77.6% | -12.4% | +89.9% | +77.1% |
| All | +77.6% | -12.3% | +89.9% | +77.1% |
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