+3,319.5%
V vs ACM
+204.0%
+3,115.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.8% | +6.6% | -5.8% | -1.5% |
| 30D | +9.9% | +19.8% | -9.8% | +3.0% |
| 3M | +17.5% | -3.1% | +20.6% | +17.9% |
| 6M | +33.5% | -11.5% | +45.0% | +37.2% |
| YTD | +21.6% | -24.7% | +46.2% | +31.6% |
| 1Y | +27.6% | -45.1% | +72.6% | +54.4% |
| 3Y | +76.4% | -8.9% | +85.3% | +73.9% |
| 5Y | +103.8% | +5.4% | +98.4% | +88.6% |
| 10Y | +455.5% | +131.1% | +324.4% | +260.7% |
| All | +3,319.5% | +204.0% | +3,115.4% | +1,791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling