+3.9%
W vs ACM
-46.1%
+50.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +2.5% |
| 7D | +3.3% | +6.9% | -3.6% | +0.8% |
| 30D | +10.5% | +19.1% | -8.5% | +3.6% |
| 3M | +9.6% | -6.9% | +16.6% | +12.3% |
| 6M | +76.4% | -12.0% | +88.4% | +83.1% |
| YTD | +16.4% | -25.1% | +41.5% | +29.6% |
| All | +3.9% | -46.1% | +50.0% | +5.1% |
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 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