+163.6%
W vs ACM
+112.9%
+50.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.2% | -3.7% | -0.4% | -1.6% |
| 30D | -7.6% | -11.1% | +3.5% | -1.2% |
| 3M | +37.2% | -8.0% | +45.1% | +43.1% |
| 6M | +26.3% | -29.7% | +56.0% | +56.3% |
| YTD | -1.0% | -29.4% | +28.4% | +21.7% |
| 1Y | +20.1% | -46.4% | +66.5% | +75.3% |
| 3Y | +37.8% | -22.3% | +60.1% | +60.4% |
| 5Y | -63.7% | +4.5% | -68.1% | -63.5% |
| 10Y | +156.3% | +127.6% | +28.7% | +58.9% |
| All | +163.6% | +112.9% | +50.7% | +69.9% |
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 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