+2,926.4%
V vs ACM
+185.1%
+2,741.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | +2.0% | -11.1% | +13.1% | +5.7% |
| 3M | +17.4% | -8.0% | +25.3% | +19.9% |
| 6M | +17.5% | -29.7% | +47.2% | +31.4% |
| YTD | +7.6% | -29.4% | +37.0% | +19.5% |
| 1Y | +7.7% | -46.4% | +54.1% | +31.5% |
| 3Y | +54.7% | -22.3% | +77.0% | +61.9% |
| 5Y | +73.0% | +4.5% | +68.6% | +60.7% |
| 10Y | +390.9% | +127.6% | +263.2% | +219.8% |
| All | +2,926.4% | +185.1% | +2,741.3% | +1,617.2% |
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