+3,310.4%
V vs ACM
+187.3%
+3,123.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.2% | +5.4% | -3.2% | +0.3% |
| 30D | +13.6% | +15.1% | -1.5% | +8.0% |
| 3M | +14.3% | -10.5% | +24.8% | +18.0% |
| 6M | +33.1% | -19.7% | +52.8% | +41.8% |
| YTD | +21.2% | -28.8% | +50.1% | +34.0% |
| 1Y | +26.4% | -47.9% | +74.3% | +56.0% |
| 3Y | +77.6% | -12.4% | +89.9% | +77.6% |
| 5Y | +102.6% | +0.6% | +102.0% | +90.7% |
| 10Y | +464.4% | +161.3% | +303.1% | +249.7% |
| All | +3,310.4% | +187.3% | +3,123.1% | +1,826.2% |
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