+169.9%
W vs ACM
-9.6%
+179.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -1.7% | +5.1% | -6.8% | -5.3% |
| 30D | +3.2% | +18.7% | -15.4% | -9.1% |
| 3M | +8.3% | +15.5% | -7.2% | -3.4% |
| 6M | +84.3% | +1.2% | +83.1% | +79.5% |
| YTD | +11.0% | -25.2% | +36.3% | +38.2% |
| 1Y | -0.2% | -46.3% | +46.1% | +72.9% |
| All | +169.9% | -9.6% | +179.5% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling