+7.0%
WMT vs ACM
-45.8%
+52.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.9% | -3.7% | +7.7% | +3.6% |
| 30D | -4.4% | -11.1% | +6.7% | -4.9% |
| 3M | -8.8% | -8.0% | -0.8% | -9.3% |
| 6M | -15.6% | -29.7% | +14.0% | -19.2% |
| YTD | -3.2% | -29.4% | +26.2% | -7.2% |
| 1Y | +7.0% | -46.4% | +53.5% | +2.4% |
| All | +7.0% | -45.8% | +52.8% | +2.4% |
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