+13.2%
W vs ACM
-48.7%
+61.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -3.6% | +5.4% | -9.0% | -5.4% |
| 30D | +7.0% | +15.1% | -8.2% | +1.6% |
| 3M | +7.4% | -10.5% | +17.8% | +11.8% |
| 6M | +69.3% | -19.7% | +89.0% | +82.4% |
| YTD | +11.3% | -28.8% | +40.1% | +26.9% |
| 1Y | +13.2% | -47.9% | +61.1% | +21.9% |
| All | +13.2% | -48.7% | +61.9% | +21.9% |
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