-55.9%
W vs ACM
+1.1%
-56.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | -0.1% |
| 7D | +0.2% | +5.6% | -5.5% | -4.8% |
| 30D | +6.8% | +20.8% | -14.0% | -10.1% |
| 3M | +10.7% | +11.4% | -0.7% | -0.5% |
| 6M | +86.3% | +0.9% | +85.4% | +79.8% |
| YTD | +11.5% | -24.8% | +36.3% | +41.2% |
| 1Y | +5.1% | -46.4% | +51.5% | +91.6% |
| 3Y | +171.0% | -9.2% | +180.2% | +155.7% |
| All | -55.9% | +1.1% | -56.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling