+196.2%
W vs ACM
+114.6%
+81.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -3.6% | +5.4% | -9.0% | -6.8% |
| 30D | +7.0% | +15.1% | -8.2% | -2.4% |
| 3M | +7.4% | -10.5% | +17.8% | +14.1% |
| 6M | +69.3% | -19.7% | +89.0% | +91.7% |
| YTD | +11.3% | -28.8% | +40.1% | +35.9% |
| 1Y | +13.2% | -47.9% | +61.1% | +68.6% |
| 3Y | +142.0% | -12.4% | +154.4% | +160.4% |
| 5Y | -54.6% | +0.6% | -55.2% | -53.5% |
| 10Y | +243.7% | +161.3% | +82.5% | +102.1% |
| All | +196.2% | +114.6% | +81.7% | +89.8% |
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